I have news for you, some people with very thick hair have a rare condition called pili multigemini. This happens when a single hair follicle has multiple hairs growing out of it. Although it is a genetic disorder it's an awesome one to have if it's only on your head. Unfortunately, for some pili multigemini occurs in other regions e.g. on the face, back or even knuckles. Estimates suggest that around 200,000 people in the United States have the condition.
I'm not saying that everyone you see with thick hair has it (I have no idea who in the natural world has it or not) but I am saying that extremely thick hair is not the average. You cannot aspire towards it because everyone has their own genetically predetermined hair density.
It's true that many people view pili multigemini as a problem because they have it in inconvenient places; I hope scientists find a solution to their problem.
On the other hand, I also hope scientists can CREATE pili multigemini scientifically for those of us that want it on our heads because I want thick hair like naptural85 and CharJay! lol, the grass is always greener on the other side.
I won't be ungrateful though, I am happy with my hair's thickness.