The default line width for the vector tools is set to 100px. This is far too large and a value of 10px would be fine for most resolutions. Setting it to 100px as default also makes it hard to see the shape that the tool is designed to make.
The default line width for the tool that you can use on vector layers (like Rectangle Tool) is the current size of the brush. You can choose a different brush or change the size in the widget on top of the canvas to make the line width smaller.