Windows 8 offers no settings panel which can help you customize or change Desktop Windows Metrics. In Windows 7 you could access it through Advanced Appearance Settings in the Window Color and Appearance panel. Using this panel, in Windows 7 and earlier, you could customize or change the width of windows border, icon spacing and other settings.
Presumably, Microsoft removed these settings because they primarily affected the Classic themes, and since Windows 8 did not support Classic themes, these were not of much use now. All themes are now based on Visual Styles.
However, if you wish, you can still access most of these settings via the Windows Registry. To do so, open regedit and navigate to the following registry key:
Here you will see the required settings like BorderWidth, PaddedBorderWidth, IconSpacing, etc.
Change thickness or width of the window borders
Using the registry, therefore you can still change the thickness or width of the windows borders. For that, you will be required to modify the values of BorderWidth and PaddedBorderWidth.
To begin with, double-click on BorderWidth and change its value to say, 0. This value determines the current setting for the width of the borders around all the windows with borders that can be sized. The range for this value is from 0 to -750 ( twips ) with the default, as is seen in my Windows 8 Pro x64 RTM installation being -12 (12 twips). Values entered in twips (negative or minus values) are rounded to the nearest pixel value. For instance, -17 converts to 1 pixel, and -28 converts to 2 pixels.
Similarly, double-click on PaddedBorderWidth and change its value from the default -60, to say, 0.
Log off or restart your computer to see the change. You will see the borders to be marginally thin.
It is always a good idea to create a system restore point first before trying out any registry tweak, so that you can revert your computer back to a good state, should you not like the changes or should something go wrong.