@Orna Yariv - There is no option to change the thickness of the arrowheads. You can, however, change the size of the arrowheads by adjusting the thickness of the connection lines:

You can read more about this in the Connection Lines Help Center article:

https://help.miro.com/hc/en-us/articles/360017730733-Connection-lines

Hi Miro. When even the thinnest Connection Line has arrowheads too large for tight spaces between connected objects, it’s time to add more functionality to sizing arrowheads accordingly.