For thick foam turn the knob towards - till the end.
The +/- on the mixer knob indicates how much water you want in the mix,
Less water = thicker foam
And as mentioned before, make sure to rinse thru the lance after usage with the bottle off and the knob turned all the way to +.
This avoids build up of gunk inside the lance, especially the metal mesh that makes the foam.
Other than that, happy foaming