When talking about the "weight" of yarn, it has little to do with how heavy a yarn is but rather how thick a strand of the yarn is.
When purchasing yarn online, or in a store, check the product description or the yarn label for the weight.
The weight is not only a good indicator of how thick the yarn will be—important to know if you are purchasing online, but it also gives you an idea of what you can make with that yarn.
The wonderful thing about yarn weights is that they allow you to customize your projects.
If your pattern calls for a specific yarn but you prefer a different brand or fiber content, you can generally substitute another yarn of the same weight without affecting the finished project.
{You can even change the look of your project by using a different yarn weight to suit your style. However, when doing this, make sure you take the time to create a gauge swatch, following the pattern, to see how the stitches will look in the different weight and to ensure the project will turn out the size you want.}