If you didn't salt your cucumbers and you're left with a really thin tzatziki sauce, you could run it through a fine mesh sieve or cheesecloth. Leave it that way overnight, discard the extra liquid that drains out, and serve the thick yogurt sauce that's left behind. Don't try to thicken it by adding more yogurt. That actually won't change the consistency at all and will actually just end up diluting the flavor of your tzatziki.