Yes, what are you trying to accomplish? For safety, you need the wire gauge to be big enough that the fuse for whatever circuit is powering it will blow before the wire burns.
For sound, generally, the bigger the speaker wire the better - but it is debatable if there is really any benefit to heavy speaker wires in a car at reasonable wattage levels.
The gauge of the factory wiring is different for different wires. The power and ground wires are bigger (lower gauge) than the signal and speaker wires.