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.
The current would encounter the resistance twice, and the double resistance would halve the current, so that the bulbs would glow only feebly. Connecting the bulbs in parallel means that electricity goes through each bulb only once.