I am writing a master thesis. When must I cite a resource I used ? Most of the time, I read a definition in a given book and express it in my own words: must I mention the book in question for this particular case ?
If you recall a definition which may be unknown to your users, it is always a good idea to refer to a book/article from which the notion originates. Do this even (actually, especially) if you choose to rephrase the definition in your own words. Remember, references are important to navigate your readers and put your work in a context. Definitions are no exception.
This requires judgment. You do not generally need to cite things which are considered common or general knowledge.
Example 1: If you are mentioning Brownian motion that you observed in particles on a petri dish, you might not have to cite Brown's original 1828 paper, but if you are discussing the motion of black holes due to macro scale Brownian forces you might want to cite the relevant recent literature.
Example 2: In the social sciences, there are various lineages of even basic concepts such as "resistance." In these cases, it's good to note which intellectual thread you're following.
TL;DR: If you are writing your thesis, you generally want to err on the side of having too many citations rather than too few. It prevents faculty from scribbling "where the hell did you get this from" in the margins.