Generally speaking, the higher the operating frequency and the thinner the feed line the greater the loss. Loss is expressed as a number of decibels for a given length at a particular frequency.
Unless you're willing to compromise station performance you should do what you can to keep total feedline loss to 1dB or under. This means that at least 80% of your power will reach your antenna.
Ardent VHF and UHF operators, particularly those who operate weak signal moonbounce, will want to be even stricter. This is because they are operating so close to the noise level that every decibel counts.
Conversely those who operate low power mobile and portable installations may be more concerned about feedline size and weight than the ultimate performance. And the lower power means that the power handling limitations of thin feedline do not arise. Still, you still want people to hear you so you can't be too cavalier about losses.
For the fill-in on feedline, here's some great items to read:
* Feedlines from the ARRL
* Which cable to use from hamradioschool.com
* Feeding the beast by N4KC
* 2014 Tech Study Guide - feedline and connectors
PS: Want to read more about antennas? Consider this selection of antenna books. They are affiliate links meaning that I receive a small commission (at no extra cost to you) if you decide to purchase.