Density is the gap between rows of stitching, measured in millimetres, so a smaller number means heavier coverage. It is the single biggest control you have over whether a design sits flat on the fabric or fights it.
0.4 mm is the standard starting point for a fill and for a satin on stable woven fabric. Everything below is a deviation from that, and the direction of the deviation is nearly always looser, not tighter.
Too tight (below about 0.3 mm) and the needle is perforating rather than stitching. The symptoms are thread breaks in the same spot every time, a stiff board-like patch, and puckering round the design. It also costs runtime: dropping a large fill from 0.35 to 0.45 mm removes roughly a fifth of its stitches, usually with no visible difference.
Too loose and the fabric shows between the rows, which looks like a mistake on a dark garment under a light thread. The fix is not always more density: a fill in the right direction, or an underlay, often covers better than a tighter one.
Two designs at the same density can differ hugely in stitch count, because count follows area. If a design is too heavy for the fabric, loosening density helps; if it is simply slow to sew, the answer is usually less area or fewer colour changes.
0.4 mm between rows is the standard starting point for a fill on stable woven fabric, and the same for a satin. Go looser on stretch and pile, tighter only on firm fabric like canvas or denim.
Yes. The number is the gap between rows in millimetres, so 0.35 mm is heavier than 0.5 mm. Below about 0.3 mm the needle starts perforating the fabric and thread breaks become common.
Usually density rather than size. Dropping a large fill from 0.35 mm to 0.45 mm removes roughly a fifth of its stitches with very little visible difference on most fabrics.