My hair is also very thin/fine. I agree that going natural can help. If you don't want to go natural, consider stretching your relaxers. When you do relax don't relax your hair bone straight, leave some texture in. And, never overlap the relaxer by putting it on hair that has been relaxed before or running it all the way through your hair.
I found that what helped to lessen the thinning was MTG on scalp only, vitamins including MSM and biotin, and hair loss shampoos. Also, I tried putting MTG on my hair but over time it made the ends of my hair very dry.
If you hair is thinning from the scalp, you should see your doctor as it could be from a vitamin deficiency or thyroid problems or stress or something else that you need to check with your doctor. If it is thinning out because it is breaking off or from rough brushing and combing then changing how you care for it will probably solve the problem.