In most cases, sketch entities are shown with a thick line font, but sometimes, you will see some of the entities with a thin line font. The image below shows examples of these thin entities:
In early versions of SOLIDWORKS, all features required the use of a single "contour" (a single loop of connected sketch entities) to be used to create a feature. In current versions of SOLIDWORKS, some features still require single closed contours. Therefore, there are algorithms in the sketcher to highlight cases where the entities do not form a single closed contour since these entities often are created by mistake or will cause problems in downstream features if not corrected. The sketcher tries to display entities that DO NOT form part of a single closed contour in a thinner line font.
Which entities display as thin line font often depends on the entity creation order and also how the entities connect to vertices of the entities that are part of the single closed contour. For example, the first two squares in the image above show different lines in the thin font even though the geometry is the same. This is because of the entity creation order. In the bottom case, the line on the right is shown as thin because it connects to the outer closed contour at a vertex/endpoint. All of the other lines connect to the single contour in the middle of other lines, not at the vertices/endpoints and the algorithm is not designed to highlight these cases.
Depending on the usage of the sketch, the user may not care if there is a single contour in the sketch or not so the thin lines can simply be ignored in these a cases. An example of this is if the user us going to use the contour selection tool to identify which contours will be used for the particular feature.