The longer a person goes without ejaculating, the thicker the sperm becomes. I train as a boxer and we abstain from ejaculating for weeks or months at a time. I always noticed that if I ejaculated after about the 4th or 5th week, my sperm became extremely thick and sticky. Also, we try to cut weight by cutting back on food and water, so dehydration is also a factor that thickens it by reducing the semen in our body.
Overall, I would say thick sperm is caused either by high sperm count and/or low semen. It's pretty normal and healthy, but if you want it thinned out you'd have to drink plenty of water and ejaculate more frequently.