An exercise mat usually sits in the range of 1-3 inches, and the thickness you go for will largely depend on what you want to use it for.
If you plan on doing a lot of plyometric exercises (jumping around), then you’ll want the impact absorption that a thicker mat offers.
The same goes for any kind of weight training, you would definitely want a thicker mat if that’s what you plan on doing.
On the other hand, if you just plan on doing light exercise or low-impact moves like pushups, then a thinner mat will be the better choice.