Mervione,
the different gauge thicknesses offered can be very thin (24 - 26 gauge) and bedome thicker the lower the number gets. If You are trying to make loops or wrapping a loop you shoud use gauge 16 up to 20, perhaps. Higher will be too thin.
If you want to know more, look at Firemountain or better still - order a catalogue for free from them, then you can look up everything you want to know.
