In most cases, you will be setting a custom lineweight which usually means thicker edges or curves. However, you may notice that once printed on paper or as a PDF the lines start to look faint. This can be corrected easily by tweaking a few print settings.
The line weight itself is a vector graphic property and the default print settings only print the existing design view as a raster image.
1. Head over to File -> Print Preview
2. Under settings, duplicate the highlighted options. The important one here is the overlay vector edges, which if left disabled does not load the correct lineweight and defaults to the 0.35mm (thin) setting.
You can see in the bottom right corner of the image, that the edges are thick as per the initial design setting of 2.11mm.
If you'd like to print as an image but find the output is blurry, try increasing the resolution setting to 200dpi. To change the current entry, double click on the field 'automatic' and type in 200 or a higher number (in dpi - dots per inch)