"Heavy gauge" means something that is strong, thick, or durable. It refers to materials or objects that have a higher thickness or weight compared to lighter alternatives, making them more robust and sturdy. Full definition
Ideally, you want the wire parts of the cage to be made of heavy gauge and rubber coated is even better because that makes it «chew proof». (thoroughlyreviewed.com)
The table is also make out of cast iron, and the stand is made from heavy gauge steel. (geekwrapped.com)
The mattresses for these types of cribs are supported by metal frames and heavy gauge springs. (newkidscenter.com)