Many vehicle manufacturers recommend a lighter weight oil be used in newer cars because newer engines are built to tighter tolerances than before. This requires a lighter weight oil for proper lubrication when the engine is cold. Lighter weight oil also helps to improve fuel economy.
Most manufacturers will list a range of oils that can be used for different conditions, such as temperatures below 30°C, temperatures above 40°C, or while towing. These weight ranges will be listed in your owner's manual.