To begin, I'll likely equip my Cobra Mk3 with the Thargoid scanner modules, and hone it for speed. Then make a few plays gathering data, and seeing what lies there.
For combat... My CMDR role play has been largely non-violent/combat thus far, having turned his back on those ways. But for the Thargoids, he is likely again take up arms in defense of humanity. Even though I don't play much (barely any) combat with my CMDR, I have a combat fitted FdL and FAS. My long-jumping Anaconda could be re-outfitted for Thargoid combat. But I enjoy small ships so much more, I'm tempted to build a combat Eagle or Cobra Mk3, perhaps a Vulture. Any of that will play out as the Thargoid story advances, however.