finasteride will ONLY thicken hair that has been thinned as a result of male pattern baldness. If you have naturally thin hair, and have not yet experienced male pattern baldness, then finasteride will do absolutely nothing to thicken your hair.
You are correct that if you already have thin hair, male pattern baldness will likely hit you harder and it will be much more noticeable earlier. If you think you are experiencing male pattern baldness, then starting on finasteride as quickly as you can will yield the best results in the long run.