Safety First -
I highly recommend you get yourself a pair of cut resistant gloves. When working with glass it is very very easy for your hand to slip and you get a cut. And glass cuts are not fun. Here is the exact pair of gloves that I bought. ( This product comes in different sizes) Kebada cut resistant gloves
The thickness of the glass  The vast majority of glass, regardless of style or color, is close to a standard thickness. It is 3mm which is just a little bit under 1/8". There is a little bit of variation but this is handled with the lead came and with a cement that you will apply in a future step.
The channel in the lead came is wide enough to fit just about any typical glass. I will explain more about the lead came sizes on the next page of this tutorial.
This piece measured out at .117 inches which is almost exactly 3mm (.118).
Here is a side view of the lead came.
You can see a little bit of a gap between the glass and the lead came. You will fill that with cement. The cement locks the glass in place, adds significant strength and weatherproofs the window.
Is glass the same on both sides?
Not always. The large majority of glass is the same on both sides but not all glass - particularly the more expensive and higher quality glass can be a bit different one side to the other.
If you are using glass that you bought at a retail store such as hobby lobby or Michaels then it is almost always the same on both sides.
If you are buying glass from a company that specializes in stained glass then there might be a difference. Keep this in mind. And always look very carefully at both sides of any glass that you buy. If there is a difference it is small and it is okay. Just select the side that you want to be the front of the window and keep this consistent with all the glass pieces in your window.
Here is an inexpensive assortment of glass that I bought on Amazon. These pieces are 6" x 4" in size. There is a nice selection of colors and the glass is not just plain glass - it has a little bit of an aesthetic texture to it. A very mild texture. (affiliate link)
This glass is a pretty good deal. Lots of color variety; the glass is nice and at a very reasonable price.
You can see in this picture that the glass does have a little bit of ripple texture to it.
This is how it was shipped to me:
Be sure to note the size of the glass before you buy - You don't want the glass to be too small for the pieces in your project window.
That previous glass has smaller pieces. But, in my experience you can expect most glass in the arts and crafts stores to be sold in a standard 12" x 12" size.
High end quality Glass 
When I made my stained glass knight I wanted high quality glass. This is a project that I wanted to look as good as possible and to be very durable and last for many years. So I bought glass from a stained glass supply company (Delphi Glass).
The mind boggling variety of glass that is available
Selecting a type of glass can be a bit overwhelming or a bit fun, depending on how you look at it. For my window I chose something called "Cathedral Glass". This gives you a sense that it is rather traditional with very rich and thick coloring. I chose a plain Cathedral glass. There are many variations of it including "hammered", "stippled" and "granite".
Some Cathedral Glasses:
Hammered and Granite  
You also have Opaque glass which is not see-thru. Light shines through it and illuminates it but there is a difference. Here is a look at Opaque glass:
Just so you get an idea of the range that glass comes in let's take a peek at a few more.  
 
 Okay! We have looked at the glass- Let's now take a look at the lead came (continue with the tutorial)
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