Choosing strings is an important aspect of voicing the instrument.
Basically, one wants the strings in the set to be at the same tension when brought to their concert pitch. If the strings are not at the same tension, they will produce torque on the instrument, a strain that will eventually tend to pull the instrument apart. In addition, if the strings are not at the same tension, when you pluck each string with equal force, the deflection will be different--and thus the volume and timbre will be different.
Here is a very complete on-line String Tension Workbook. And here is a simpler experiment-based String Tension vs Pitch Chart. If you want to see how our dulcimers are strung, go to this Bear Meadow String Set Table.
Some people like a firm feel when they fret--a little "push-back" feeling from the strings. Such an action can be achieved by using heavier gauge strings or by raising the height of the strings. The height can be raised by changing the height of the nut or the saddle, but the nut is usually the element that is adjusted, as the saddle is far from any of the frets and so would require much more of a difference in height to change the action.
Other players like a lighter action so the hand can glide from one complex chord to the next with a minimum of effort. Such an effect can be achieved, of course, by the opposite maneuver: lowering the height of the strings, or equipping with lighter gauge strings.
When string gauge is changed to vary the action, one finds that one is varying the instrument's voicing also. Here we step gingerly into the first hint of a topic which can become a pounding surf. For those who want to go further, you can use the internet's deja news search engine to look for articles dealing with "string gauge", "intonation", "compensation", etc. Prepare for a deluge! Broadly and somewhat simply speaking, we can say that lighter gauge strings give a sweeter though quieter voice, while heavier gauges give the instrument a more open sound, and louder volume.
And then there is the matter of the family membership. The conventional dulcimer tuning is some combination of D4(293.66), A4 (220cps) and D3 (146.83). Typically, Bear Meadow dulcimers are intonated at D4/D4/A4/D3. The baritone dulcimer is gaining much recognition and popularity. I intonate the Baby Grand a major 4th down from DDAd, at A4/A4/E4/A3.