how many light bulb for one relay?
The wire/pin thickness is not relevant to voltage, but to current. But even a 16 A relay will have thin pins, so that shouldn't be a problem.  

What is something to take into account is that incandescent lamps cause a high inrush current, due to the fact that their resistance is low when they're cold. That inrush current may be as high as 10 \$\times\$ the nominal value. For instance, a 60 W bulb will draw 60 W/220 V \$\approx\$ 250 mA. Inrush current will be 2.5 A, then a 10 A relay will only switch four(*) 60 W bulbs, instead of the forty one might expect. 



(*) Strictly speaking even only three, if you take a 10 % tolerance on the mains voltage into account