Coconut oil and MTG in the tail (especially around the roots), a good supplement if your horse is eating poor quality hay and pasture and doesn't get a lot of grain, NO SILICONE DETANGLERS (can't stress this one enough. So no cowboy magic, no showsheen, etc. It'll cause the hair to become brittle and break), when you wash it use a good-quality conditioner. Some horses are just naturally predisposed to thin, short tails though and there's not much you can do. And yes, avoid brushing it unless you absolutely have to. Trimming the bottom straight across can help make it look thicker too, as it makes everything the same length and removes all the split ends.
Maybe brush it with a hard brush and use your fingers to untangle knots so you don't pull hairs out. Maybe feed some supplements or a feed that's helps with hair and good growth. Also keep the tail clean and see Igbo there's any hair thickenekng products you can use?
Everyone is saying don't brush it, but I say brush it! As long as you are using detanglers, you shouldn't end up pulling out any of your horses tail. In my experience, horses rip out more hair themselves from having knotted tails than is pulled out by brushing in the long run. I put detangler in my horse's tail at least once a week, and brush it daily to keep it knot free. No knots means no hair gets pulled out when brushed and no tail that can get snagged on a fence.
Also make sure your tail is cut to an appropriate length so that there's no risk of the horse stepping on it. The higher you cut, the thicker it should look.
MTG is a great product for strong hair growth. Keep in mind though that tails take time. It takes 5-7 years for a single strand to grow to full length.
I wash mine once a month (unless there's a show) and brush for a couple days until it gets dirty again, then I stop brushing until I wash it again. Hers grew like crazy! It's super long and super thick!