Not at all. Think of wire as the pipe that electricity runs through, and resistance as the drag the electricity experiences running through the "pipe."
Too small a wire creates too much resistance and will heat -- and possibly melt -- the wire and insulation. A too-big wire lets the electricity run through the wire like a trickle of water through a drainpipe, but might be too bulky for the application.
If you're just a grade or two larger -- a 12 g wire instead of a 14 or 16 g -- you shouldn't run into any bulkiness issues, though. But never fear going larger with a wire.
Just remember, going to a larger number in gauge means a smaller wire: 16 g is much smaller than 10 g.
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