its just the viscosity of the oil. you have to run the proper oil for the climate your in. for instance, running a low weight like 5W is great in the winter so it isnt like molasses. but in the summer you want to run a heavier weight, to balance the heat so your oil doesn't turn water like. remember, you want the oil to coat the object, not run all off or not be able to be pumped smoothly over the engine.
its not the weight you need to watch out for, its the type of oil. on the bottle, they will say things like type L, J or a form of letter(s). certain engine's can only run certain types of oil.