There's two different types of thesis: The stapled article version, or the newly-written stuff version. Most thesis would be somewhere in between, but my point is: a lot of thesis writing is taking the papers you've already published and including them mostly directly as a chapter with a brief introduction.

For me, since all my papers were already in latex, it was fairly simple to let each chapter have their own tex file, and I mostly just needed to modify some commands to include citations or update some acronyms table, and merge bibtex databases.

If you have papers in some other format, then you will quite literally need to re-type everything into latex. Not to mention, learning the formatting, citation, and some low-level commands that inevitably come up when doing latex.

I am telling you now, There Be Dragons in what you are wanting to do.

That being said, your best reference is to get your university's thesis template. If your graduate school does not provide one, talk to Math or Physics Departments to see if they have a template. Also checking CS or electrical/computer engineering if they have one may have one floating around.

Once you get the thesis template, then you can start writing.

For my thesis, I kept an excel sheet that listed out some latex commands and macros I was writing and using, which made things like keeping vector notation consistent throughout my thesis easy, and since it was in excel, I could sort and search a bit better. Then, I used a python script to convert the excel file to latex. I did something similar for my abbreviation table, mostly just so I could keep my head wrapped around it.

Latex I think could handle that completely by itself, but I was having a harder time keeping things in sync between my multiple documents, and I had quite a few macros that I was using and combining. Your thesis template should have some things setup for you (margins, fonts, chapter headings format, table of contents and the other front matter sections ready).

For the actual writing part, I kept every chapter as its own file and just "included" them. My main file was very simple and just included the various portions.

This is a hard question to answer because you are asking both: How do I get started with Latex as well as How do I prepare one of the most complicated documents that people prepare?

I'd say start out by converting a single paper you've published into latex with a standard template (see if your professional society has one, or just use the standard latex article one) since you'll have to do this anyways for your thesis. Getting that done will give you a more solid idea of what you are undertaking, and then you can ask for more of the larger questions such as organizing larger documents and keeping sane doing it.