First make sure that "Min Size" (between Size and Density) it is not 100%. Decrease the Min Size so that the line can get thin.
If that doesn't help, click "Advanced Settings" to expand it. If you don't have enough space to see all the settings, you may need to hide your color swatch. At the bottom of Advanced Settings is a row with "Press: [ ]Dens [ ]Size [ ]Blend". Check the box that says Size so that when you use a tablet pen, the pressure you put on the pen will change the size of the line.
Beside the diameter slide, there should be a little button for a drop-down menu. If you click that, you can choose x0.1, x1.0 and x5.0. these will multiply the slider my the number given, if that makes any sense (: