How do I change a curved line thickness as it goes?

The Calligraphy presets are good for freehand drawing, but if you want a brush stroke to decrease gradually in size thoughout its stroke, then set Size Jitter to Fade.  To give yourself complete control of the brush stroke, make a workpath and stroke the path with Simulate Pressure checked.  The fade rate is a function of brush size and spacing.

You can combine the effects, but note that Calligraphy presets tend to have very tight spacing, so need higher values for Fade.

In both Photoshop and Illustrator, changing the width of a stroke as you draw or paint is much easier using a graphics tablet with a pressure-sensitive stylus. Then you can control the width by how hard you press down the stylus tip while drawing.

There is also a very manual way to create these kinds of designs, if you’re familiar with using the Pen tool to draw and edit vector paths. (1) Draw a path, (2) duplicate and offset it, (3) connect both into one closed path, (4) convert to a shape layer and fill the shape. At any time you can change the shape layer path by editing its points and handles.

@Monique236926556xja 

Leslie has a good answer for Photoshop's brushes. If you also have Adobe Illustrator, it includes a Width tool for variable width strokes. You can create multiple width points and drag them out/in as far as you want to achieve the desired effect.

https://helpx.adobe.com/illustrator/using/tool-techniques/width-tool.html

Jane