"Please give me a thick pen."
Duolingo apparently doesn't accept the kanji when writing the sentence. That makes it harder to practice. I don't mind them not requiring it but they ought to accept it...
That would be "please give (someone who is not me) a thick pen."
下さる (kudasaru) - give me
あげる (ageru) - give
Don't worry, I can think of at least four other verbs meaning "give" if you're finding this confusing.
As EquanimousLingo's comment at the top says, "futoi" is for thick, round objects, while "atsui" is for thick, flat objects.