Thin wires conduct less easily than thick ones, because there is less room for the electrons to travel through. The energy needed to push current through a resistance is transformed into heat. This can be useful, for example in the very thin filament of a light bulb, which glows white hot.
Some components must be connected in series. For example, the sender in the fuel tank varies its resistance according to the amount of fuel in the tank, and sends a small electrical current to the fuel gauge.
If the battery voltage drops, less current flows, and eventually there is not enough to make the components work. The extent to which a wire resists the flow of current is called resistance, and is measured in ohms.
The side and tail lights, however, which you may need to leave on when the car is parked, are always wired independently of the ignition switch. When fitting extra accessories, such as a rear window heater which consumes a heavy current, always wire it through the ignition switch.