Would slightly disagree with Arouse here. You've done the trial, so now the calculations are much simpler than they would have been had you not done them.
Yes, thinner wire lets you get more turns in a given space and the voltage you get out is proportional to the number of turns. So if now know you are getting 1.5 V with say 1000 turns, then to get 3V you need 2000 turns.* To get 3.4 V you need 2267 turns. A lot easier than calculating from an estimated magnetic flux.
*(Putting aside the other changes you could make, like a stronger magnet or, dare I say it again, improving the magnetic circuit.)
As you say, there is a downside with smaller wire, which is increased resistance. If you half the size of the wire you double the resistance and when you also double the number of turns you double the resistance again. Whether this matters depends on how much current you draw.
Say you are drawing 1mA at 1.5 V and the coil resistance is about 10 Ohm. Then you are losing 1mA x 10 Ohm = 10 mV to resistance. (wire D= 0.2mm, 1000 turns, say 2cm per turn)
Now you double the turns with wire of half the size, so you quadruple the resistance to 40 Ohm. Now, for 1 mA current you loose 40mV to resistance. But you have doubled your Voltage to 3V. The 40 mV loss is still probably negligible.
(wire half the area, D=0.14mm, 2000 turns at 2cm per turn)
As you try to draw more current, the loss might be significant, but it sounds to me that your're still ok here. Even at 10 mA, you'd still lose only 0.4 V. ( So about 2300 turns should give you 10mA at 3.4V - 0.4V = 3V out.)
Other changes you might make do become a bit more complex and, as Arouse says, the maths helps.
If you increase the area of the coil, the length of the wire will increase and so the resistance will increase. But also as you increase the area, the amount of flux going through the coil will increase, which means you could use less turns or get more voltage for the same number of turns.
The difficulty is estimating how much the flux increases with area - so trials again may be the simplest way!
If the coil is smaller in area than the magnet, the flux may go up proportionally with area. But there is less increase after that. (Very rough pointers.) Up to this point the benefit (more voltage) is greater than the loss (more resistance), because the voltage increases with the area of the coil but the resistance increases only with the circumference. ( Area is proportional to the square of the circumference.)
Once you put an iron core in the coil (or similar material), you get a big increase in flux because magnetic flux passes so much more easily through iron than air. After that, look at the air it still has to pass through. If you can replace 3cm through air with 2.7cm through even a thin sheet of iron and only 3mm of air, then you can get a tenfold increase in flux and therefore in voltage. You get more return on investment when you replace air with iron than you do adding more turns of wire. Halving your air path can double your voltage with no increase in resistance: doubling your turns will double your voltage but quadruple your resistance.