Gauge is the magic number. It's the measurement (in inches) of the outer diameter of your chosen strings, and tells you how they will feel and sound. Gauging ranges from the easy playability of super lights (.009-.042) to the thumping sustain of a heavy set (.012-.052). It's very good idea to experiment with different gauging – but it's essential that you prepare your instrument's setup before changing your gauge.
Have fun experimenting with your gauging and remember the potential impact the gauge change can have on the set up of your instrument. Consult a qualified repair technician with questions.