For something to be more dense, it means that it has more particles in a unit, this means it is alot of things:
>heavier
>thick
>harder to penatrate
An analogy of this: Two glasses of water are sitting on a table, gelatin (the stuff that makes jelly) is added in both and mixed evenly. There is more gelatin in glass A than glass B.
This means glass A is more dense even though it is the same size as glass B.
