The phrase “through thick and thin” means through evil times and good; through foul weather and fair; steadfastly.
The expression may be traced back to “Chauncer’s The Reeves Tale” where, in the escapade of the clerk’s horse, we read:
And whan the hors was loos, he gan to goon
Toward the fen ther wilde mares renne,
Forth with “wi-her thurgh thikke and eek thurgh thenne,
But Spenser, in The Faerie Queene, supplies the best clue to the probable original meaning in the lines:
His tyreling Jade he Tersely forth did push
Through thicke and thin, both over banck and bush.
That is, if the rider was pushing his steed over a straight course and over “banck and bush,” he was also likely to be going through both thickets and thin woods; and this, it is thought, was the original expression, so old that it had been contracted even before the time of Chaucer.