My hair is naturally thick. I thinned it out real bad before I came to LHCF with a LOT of heat damage - blow dryers and hot combs constantly on my relaxed hair. Last July, I threw those appliances away and stayed away from heat completely, air drying my hair, washing it more frequently (every 3 days for me) and keeping it moisturized at all times. Stretching out my relaxers as much as I could before breakage happened seemed to make a difference also. The thickness came back.
Protein does break hair off if used too much, like Pink Flower said. You probably need to stay away from heat, at least for a while and maybe try something nutritionally to thicken your hair. There is a Carrot Juice challenge going on since last week - drinking carrot juice will thicken hair. Vit B5 (also called Pantothenic Acid) does also and I learned recently from another poster that it may take a few months before you notice.