If you are getting into America gauges then it’s a much bigger can of worms than that, since several standards are used depending on material. The actual thickness for a given gauge number varies between the systems.
So you might run across::
AWG – for brass (and formerly aluminum) (.05082)
Manufacturers’ Standard – for hot and cold rolled steel (.0598)
Galvanized Sheet Gauge – for galvanized steel (.0635)
Birmingham Wire Gauge – for copper (and tube products in various materials) (.065)
US Standard – for stainless steel (.0625)
(numbers in brackets are thicknesses of 16-gauge in each system as an example)
Some of this mess is gradually getting cleaned up. The aluminum industry now has typically dropped gauge numbers and specify aluminum sheet as actual thickness (decimal inches)