I gained big thighs after having my baby. What are some good thigh exercises that I can do to lose them?

Exercise and diet. There are no tricks to get the body to remove excess fat from specific sites. Following a general approach to regaining fitness and improving health will work. Judiciously decrease calories and increase your activity level to create a conservative calorie debt to shed the extra weight. Cardio exercises and resistance exercises (lunges, squats, etc) will tone the underlying leg muscles.
Focal loss vs tone. The hormones associated with pregnancy can make you gain more weight in some places rather than others. There is no way to target weight loss in a particular body part. Exercises for the quadriceps, hamstrings, hip abductors and hip adductors can all help tone the thighs.