How do I make my dreadlocks thicker? - Dreadlocks FAQ's
As before, the amount of hair in the dreads determines how thick they are so you need to put more hair in them to make them thicker. Assuming you are using all your own hair, which most people do, the only way to accomplish this it to increase the size of your sections. Combining dreads it the only way to increase you section size after your dreads are started.
How mature your dreads are determines how you might go about combining them. If your dreads are real new (less than 4 weeks or so)you can probably just comb out two dreads, starting at the tips working towards the roots, and then redread them together as one larger dread. You may also be able to just rubber band two dreads together and leave them alone for a few months and they will merge but that only works if the dreads are pretty new, and if they are new you might as will comb them out and dread them together.
If you dreads are more mature combing them out will take too long and you will loose a lot of thickness from each dread when you comb it out. The best thing to do here would probably be to rubber band the dreads together at the root as they grow out. The tips and body of the dreads can be combined with several methods explained with this combining dreadlocks videos.