Making an ‘X’ across your telescope’s eyepiece is a handy thing, letting you mark the center instead of eyeballing it. There are all sorts of reasons you might appreciate that little bit of assistance, provided it doesn’t actively interfere with seeing things. So you use as fine a wire as you can. Which is going to break, of course, so keep some spares in the desk drawer.
How thin? This is AWG 53, all of 0.0007 inches thick (0.0178 mm). Enough to make even the finest human hair seem chunky in comparison.