Yes smaller slice thickness are better for making 3D volumes from the images as you end up with a higher resolution volume. Most scan protocols for 3D bio-modelling state a slice thickness of around 0.5mm-1.5mm. It starts getting quite difficult to make good models when the slice thickness gets up around 3mm.
When you load a CT DICOM dataset into slicer you can press the ‘metadata’ button next to the ‘Load’ button in the DICOM module window. This will show you the DICOM header information. One of the entries will show you the slice thickness and slice spacing of the CT dataset.
After you load the CT image set it automatically creates a volume from the images. You can go into the volumes module and expand ‘Volume information’. The image spacing entries tell you the dimensions of the voxels which make up your volume. If you have loaded axial images then the first two entries will be the size of the image pixels and the third entry will be the spacing between the images (just don’t change these values or it will distort your volume).
Here are some good instructions to get the most out of low resolution (thick slice) scans.