Do you mean thickness (which equates to how 'tall' the line is, relative to Z=0), or do you mean width (lineweight)?
If you change a line's thickness in PROPERTIES, you won't see any change until you do a 3D Rotate. The line will still appear as a line from directly above but when you turn it to the side you'll now see that it has a height on the Z-axis also. (It appears as a rectangle though, since ACAD doesn't see lines as solids.)
Also, global width is a property that is particular to polylines, which can have segments of varying width, tapers, etc. Global width, applied to a polyline, removes all variances and forces the whole polyline to be the same width. By default, a polyline has a global width of 0. If you go through vertex by vertex and assign varying widths, the value in 'global width' will disappear. If you enter any value into 'global width' after that, it will remove all of the widths you assigned previously.
If you're trying to change the actual lineweight of a line, rather than the thickness, the next question is: is this for display purposes in the drawing, is it for plotting, or is it both?
*For display purposes in the drawing: Enter LINEWEIGHT at the command line. Look for and check the box that says 'Display Lineweight'. All lines will now display with a width, if one has been assigned. The sliding scale allows you to control how wide the lines are, proportional to one another. The slider doesn't affect plotted output. Displaying lineweights while drawing carries a performance penalty.
*For plotting: Since the line is in a block, set the lineweight inside the block file, and then when you insert the block, the lineweight properties should be 'By Block'. (I think...I haven't had to do this in a long while, lol.)
*For plotting AND display: Turn on LINEWEIGHT as described, and set the lineweight of the lines in the block to be 'By Block'.
Hope this helps,

Jim Seefeldt
Electrical Engineering Technician