A leash can be of any material and any shape, but it doesn't have to be too thick. In a dog show, you may see big dogs being handled neatly with a really thin leash. With training, you can handle even a thin leash.
Thick rope-like leashes are easy to grip, but an owner tends to pull the leash, and a dog resists it and tends to pull more and more conversely.
If you repeat this, your dog will end up with a dog that always pulls.
Therefore, the leash should not be in a taut state.
The more you pull, the more your dog will pull, so you have to keep it loose at all times.
When you hold a leash, you should stretch your elbow and lightly squeeze the leash naturally, without putting extra force.