The thickness of your dreadlocks will be heavily dependent on the size of the sections you make. Unless you're going with the neglect/natural/free-form method, then chances are you're going to need to section your head. Sectioning is when you square off your head into a chess board type arrangement. Often the sections will be held in place temporarily with elastics in order to keep the sections together, but these should be removed as soon as you're done. These square sections of hair will then be backcombed or twist and ripped to form the lumps of hair that go on to mature into the dreadlocks. Care should be taken when creating the sections as the sections are permanent, where ever you create a section, you will be creating a dreadlock, so take special care around the forehead, both for aesthetic reasons and also to make sure you don't create any that will pull too hard in sensitive areas.
Section shapesMost commonly the sections will be squares. Squares are easy to create and easily to create consistently the same size. Another benefit to squares is that they won't pull too sharply in the corners of the section like for instance a triangle shaped section. Dreadlocks get heavier as they get older, longer or wet and so you really don't want sections with sharp corners where the weight can concentrate and while a square section obviously has corners it makes a fairly decent compromise between being fairly easy to create and not having too much weight concentrated on one single corner. I've seen sections like the surface of a soccer ball/football and this would go even further towards avoiding too much pull on one corner, but obviously it's a much harder section to create consistently and would require much more planning when working across a whole head.
Section sizesI would say that the most common sizing for sections would be 1 inch by 1 inch squares and so a fully sectioned head could be seen as a chess board where each square is 1 inch high and 1 inch across. The size of the square determines how much hair will be in each dreadlock, a bigger square will result in more hair and therefore a thicker dreadlock.
Dreadlock sizesHere is where the confusion arises, although two people could have their dreadlocks created by the same person, using the same method and the same section sizes, they could come out with very different looking dreadlocks and I'm not just talking about blonde vs brunette here. Hair thickness plays a very big role in determining how thick your dreadlocks are going to be. Obviously I'm not talking about the diameter of the individual hairs, but how thick the hair coverage is. Now I've never stopped to count hairs personally, lets say that one person has one thousand hairs growing out of a 1 inch by 1 inch section. Someone with thicker hair could have 2 thousand hairs growing out of the same sizes section and therefore their dreadlocks would be thicker from the same sized section! This leads to a lot of upset when someone aspires to a particular look or to have a particular style of dreadlocks but they just don't have the right hair for it. It can be seen quite easily when people compare the number of dreadlocks they have. I've seen people with as few as 10-12 dreadlocks and others with over 100! This can be quite upsetting for some, I remember one particular case where someone had an exact look in mind, they had a picture of a set of locks where there were many many thin dreadlocks, a whole head of thin even dreads. Unfortunately this person had very thin, fine hair and therefore their head would not actually be able to produce that many dreads, they would have to have quite large sections just to create fairly average sized dreads and therefore wouldn't be able to have a whole head with lots and lots of dreads.
Tightness vs Thickness misconceptionThere's a common misconception that if you create tighter dreads then you will create thicker dreads. By this I mean if you took two equal sized sections and backcombed one very tight and one not so tight, the tighter one would be shorter and fatter as it would be more compressed and the looser one would be longer and thinner. What will happen is as the dreadlocks begin to grow - you get new growth coming out, the new growth will be the size set by the section size. So both the tight dread and loose dread will have the same thickness of new dread growing from the root, regardless of how tight or fat you made the initial backcombed section. Over time the loose dread will tighten on it's own and shrink up when you wash it - see Shrinkage and the tight fat dread would either loosen up from washing or remain tight and fat, in which case you'd end up with club-like dreads, fat lumps on the ends with skinner dread bodies growing from the scalp.
All dreads will shrink up to some extent as they mature and each person's set will shrink a different amount so you shouldn't worry if yours haven't shrunk "enough". But once the dreads have been sectioned their thickness will have been dictated by the section size and your hair thickness, the only way to thicken the dreads after this would be to congo them - see Congo / Conjoined dreads. This is when two or more dreads grow together therefore increasing the size of the sections by two or more.