Why do only thick wires have less resistance?
Resistance in a wire can be defined as

$$R = \frac{\rho L}{A} $$

where 

\$ \rho \$ = resistivity

\$ L \$ = Length 

\$ A \$ = cross sectional area

Thicker gauge wires have a larger A, and therefore the resistance of the wire decreases keeping everything else constant.

If you are asking about non metallic objects, than they might not be conductive (very high \$ \rho \$), and so their resistance would be extremely high. If the object is conductive, then the \$ \rho \$ of that material would play a factor in its overall resistance. 

Below is an image that shows the resistivityof various types of meterial. Rubber is not considered to be conductive and look at its resistivity compared to copper which is conductive. 



Source for image