All I can say is try it. You'll understand what the difference is very quickly.
The main difference is the amount of coil surface area in contact with the juice. More surface area usually equals better flavor and vapor.
That sums it up very nicely. I literally
just wrapped one like 4-5 minutes ago. I've done Mini Coils, 3/32th" diameter, and Micro Coils from 1/16th" to 3/64". Anything smaller and you're heading into Nano territory.
I always wrap mine to be low resistance, between 1.3Ω and 1.5Ω.
Not that you can't get a good -or even a great- vape out of a standard setup, but most flavor chasers, cloud chasers, and hobbyists end up doing either micro coils or sub ohm vaping. Maybe both! If you want any tips how to wrap your coils just ask away or definitely check out the aforementioned thread for the best advice.