how can I change the thickness of a form border

First, you can choose one from the available borders: https://msdn.microsoft.com/en-us/library/system.windows.forms.form.formborderstyle%28v=vs.110%29.aspx[^].

If this is not enough, you can use borderless form and draw a border in the client area using overridden OnPaint method. To avoid intersection with the form's content, add some Padding. But if you want to do it in more accurate and universal way (say, if you develop a universal base class for other form classes), you can use adjust the client size by overriding Control.SetClientSizeCore, to make some extra room for your border:
https://msdn.microsoft.com/en-us/library/system.windows.forms.control.setclientsizecore%28v=vs.110%29.aspx[^].

—SA