Suppose that you were given a cubic yard of the earth's sea level atmosphere and asked to count the atoms in it. That cube of air would have many billions of atoms in it. Now, for comparison, let's think about a cubic yard of the moon's atmosphere. The atmosphere of the moon is difficult to detect and very diffuse when compared with the earth's atmosphere. There just aren't many atoms to work with, comparatively speaking.
Planets start out with different amounts of atmospheric gases.
You can probably give your planet as dense an atmosphere as you wish. Parts of the brain begin to die above that height. We cannot live there permanently, though short visits by mountain climbers are not necessarily lethal. Perhaps animals and plants could evolve to live in this thin atmosphere, but there must be an upper limit. A related problem is that dangerous solar radiation is filtered out by the atmosphere.