Well that depends on what wax you are using, if you are using a pomade wax (like Murray's beeswax, which I do not recommend, they are greasy and they will make your dreads fall apart) you will have to use a lot because it does not hold the dreads together.
If you use the Dread Head, or Knotty Boy you will be using a finger full of wax on each dred (depending on how thick the dreads are and how long they are).

Well that depends on what wax you are using, if you are using a pomade wax (like Murray's beeswax, which I do not recommend, they are greasy and they will make your dreads fall apart) you will have to use a lot because it does not hold the dreads together.
If you use the Dread Head, or Knotty Boy you will be using a finger full of wax on each dred (depending on how thick the dreads are and how long they are).

The best way to have thin dreads is to make the sections thin when you start them. There really isn't a good way to thin them once you have already put them in. You can tie string around the roots and make them grow in thinner sections, but if cut them or pull them apart it really tears up the dread.

Yes, actually your hair will dread easier because the hair has been damaged, so it will hold knots a lot easier. You can use any method and the dreads will lock up.

I have really thick hair, will it be hard to get it to dread?

There are two types of thick hair

1. Thick strands- usually Asian people have this kind of hair, it is harder for this kind of hair to actually lock up, but if you use the backcombing method with a good wax, you won't have many problems. Neglect, and twist and rip will not work well with this hair type.

2. Lots of hair- people who have curly have usually have lots of it. The stands are usually thin or normal size, and the dread great. A person with this hair will have no problems getting dreads, with any method.