AxesStyle is an option for graphics functions which specifies how axes should be rendered.
AxesStyle can be used in both two- and three-dimensional graphics.
style specifies that all axes are to be generated with the specified graphics directive, or list of graphics directives.
, ... specifies that axes should use graphics directives xstyle, ... . The styles must be enclosed in lists, perhaps of length one.
Styles can be specified using graphics directives such as Dashing, Hue and Thickness.
The default color of axes is specified by the option DefaultColor.
See the Mathematica book: Section 2.9.5, Section 2.9.13.
See also: Prolog, Epilog, PlotStyle, FrameStyle.
Here is one plot using default settings and another with the axes colored red and made a bit thicker than the default.
Evaluate the cells to compare the graphics.