The thinner the wire, the less current it can carry and vice versa. So if you need to weld something thick, you are going to need more amps, and therefore thicker wire. Conversely, if you are trying to weld thin sheet metal, you need very little current and to get any degree of control, you will want thin wire. The common sizes in the US are .023/.025", .030", .035", .045", and 1/16" (.063). There isn't a ton of difference between .030 and .035. .023 is best for very thin/sheet metal. I run .035 in mine (hardwire with C25 gas), but have the rollers to run all of them except 1/16". Have never needed to change so far, but most of what I do with the MIG ends up being 1/8" to 3/8" steel.