I suppose it's possible to "thin" cyanoacrylate glue (AKA "super-glue"), but most of us just buy it that way.
I'm under the impression that the pure stuff is very low viscosity, about like acetone, and they add thickeners to get the thicker varieties. (The viscosity is usually expressed as a numeric number...IIRC, it's the time it takes some standard quantity to flow through some standard hole.) The thinnest I've seen is 5, the thickest 1000, about like cold maple syrup. Most of the stuff you see in non-woodworking retail stores (including places like Ace Hardware and Home Depot) is medium-thick, in the 500-750 range.
I usually use a "medium-thin" (~35-50, depending on vendor) as a finish, and as thick as I can get as an adhesive and hole filler.