The arrow is a special 'shape' drawing simple arrows. These are great if you make a tutorial to describe elements on the picture.
The Arrow is an open Polynome (one element is the head of the arrow, second element is the line)

On the left is the general arrow. You start drawing it from the head. Click where you want to have the head of the arrow. Release and move the mouse. The next click is the knee of the arrow, then the horizontal line is dragged until you click again. If you double-click when you are about to draw a knee the arrow will stop there making it a simple arrow.

Because arrow is an open Polynome, you can change anytime the width of the lines. Select the Arrow object you already draw and look at the top toolbar for Width: