Origin of the thesis-degree procedure It just came to my mind, currently if one wants to obtain an
academic degree one must to do a thesis. This is a widely accepted
method to prove the knowledge of certain academic level, sort to say.
But my questions are, where this method was originated? Which historical
or social circumstances originated it? Is there any philosophical background?
(note: I have no references for the below, nor am I qualified in the topic)

First of all, the premise of your question isn't quite accurate: certainly in the UK it's very common for undergraduate degrees to have no thesis requirement. But putting that aside:

I think there are parallels with other mediaeval professions, which required proof of skill in order to become a member of a guild (the professional organisation). To be a 'master' of the guild one had to produce a 'masterpiece' (the origin of that word); this has obvious parallels with the idea of a thesis proving that an individual should be admitted to a degree (remember that historically a degree is more like a rank than an award, honour or qualification).

The MA at Oxford and Cambridge is still awarded automatically to those with a BA seven years after the start of the degree, which I believe matches the time someone in a professional guild would take to become a master.

Note also that the modern doctorate is a much more recent invention than the MA.