There are a few ways to change the thickness of a line in Photoshop. One way is to use the Pen tool to draw a new line. When you have the Pen tool selected, you'll see a few options in the top toolbar. One of those options is called "Stroke." Click on the "Stroke" drop-down menu and you'll be able to choose the thickness of your line.
Another way to change the thickness of a line is to use the Brush tool. Select the Brush tool from the toolbar, then click on the "Options" icon in the top toolbar (it's the second icon from the left). A new window will open and you'll see a few options for the brush, including "Size." You can use the slider to change the brush size, which will in turn change the thickness of the line.
If you already have a line drawn and you want to change its thickness, you can use the Free Transform tool. Select the layer with the line you want to change, then click on "Edit" in the top menu and select "Free Transform" from the drop-down menu. A bounding box will appear around the line. To change the thickness of the line, click on one of the corner anchor points and drag it in or out.