How can we find the polarity of dc motor and why we connect motor with thick wire?
Polarity

DC motors can usually run with either polarity but direction of rotation will be reversed. Read the data sheet or the label on the motor if you need to be sure it will turn the right direction on start.

Wire gauge


The armature draws more current than the field so needs a heavier wire.
The internal wires have very thin insulation coating and so may appear thinner. 
They also generally run much hotter than the supply cables. Using such thin conductors on the supply would melt the insulation.
The winding resistances also help limit the current into the motor - especially during startup.
The supply wires are heavier to reduce voltage drop between the supply and the motor.