How do I change the weight / thickness of handwriting, highlights, and shapes?

You can select a weight / thickness for handwriting, highlights, and shapes in the tool picker before drawing / writing.

To change the weight / thickness of handwriting, highlights, and shapes that are already on the page, you must first select the object(s). Then tap the weight / thickness icon at the top of the screen, and select a new weight / thickness for the object(s) you selected.

For a video tutorial about changing line weights, see Squid - Tools Overview.