Why are arteries thicker than veins?
To withstand the high pressure of the outflow of blood from the Heart.
The Circulatory System has, at the centre of it, the Heart. It pumps blood out at high pressure so that it can reach all the parts of the body quickly. To withstand the pressure of the blood coming out from the heart, arteries need thick walls.
The returning blood in the veins is under low(er) pressure. Because of the lower pressure, vein walls are thinner. However, veins also have one-way stop valves to keep blood from flowing backwards.
The link below has, aside from a wealth of additional information, a 30 second animation on how this works.