How can I make store-bought sausage gravy a little thicker?

Easiest way would be to just simmer on low heat stirring every once and a while so it doesnt scorch the bottom of the pan.

You could make more thickening agent; roux, slurry. (roux would be best since gravy's are generally thickened with a roux.

To make a roux all you need to do is melt some butter then add equal flour to that butter and cook until it looks like wet sand. After you have this made add it to your gravy constantly whisking little by little until you have reached your desired thickness. Give it a few seconds after you add each little batch though, it takes a second to do its job.

Cook some flour or corn starch in an equal amount of butter until it smells like roasting nuts, then add it to your gravy and bring it to a boil.

It should thicken up as it cools. Add flour or corn starch, or cook it down a little more if you need it thicker. But be careful not to get it too thick.

add a tiny bit of flour or corn starch

Add flour.