So, this part wasn't shelled with wall thickness built into the surfaces? If that were the case ~ that the part was already shelled and you're looking at the surfaces of a shelled part ~ you'd pick the surface feature, then do 'Edit>Solidify'. A completely enclosed volume (space between shell walls) should solidify. Unless there are "leaks" because of holes, tears, surface defects, then these would have to be repaired before it could be solidified.
The other method ~ for single thickness surfaces which represent a wall ~ you'd select the surface feature and do 'Edit>Thicken'
System of units? .125 isn't thin if this is inch units nor is it appropriate for a "small" part. I'm confused. Unless you're doing rotational molding and small parts are not done that way. So, I'm still confused. Maybe .125cm? but metric dumped the silliness of multiple decimal places to represent a gross number because all it preserved was the use of fractions which gained precision by halving while in decimal equivalent, increased precision an additional decimal place, ten times less.
You'd use this number for your thickness. Note, you don't get draft out of this or anything else fancy, nor can you vary the wall thickness in localized areas. To do that, you need to make the the enclosed volume a solid (assuming the enclosed volume is like a beach ball or block), then shell it. This allows different wall thicknesses and proper blending between them.
Anyway, this is a pretty complicated and technical question/process. Many possibilities and possible complications. For me to be more precise, more helpful, I'd have to see the surfaces.
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