Hello,
To change the colour of a Guideline, I know how to do this.
But changing its thickness how can I do this?
Tried some browsing here on this forum but could not find a clue.

It's not possible, as far as I know. You can make a feature request at https://inkscape.org/report for it.

I can think of absolutely no reason to have a thick guideline except if your monitor is so high resolution that you can't see the guideline. But if that is the case you won't be able to see many other parts of the interface either! And if you are trying to make a screenshot and the guides are dropping out you should just draw some straight lines where the guides are, for the picture.
Think about it for a second: if you had a 'thick' vertical guideline should the guiding location for snapping or aligning be the right edge, the left edge or the middle of the guide? No matter which you pick, it then seems unnecessary to draw the others.
Just my opinion though, and maybe I have missed the obvious?