Okay I hadto go researching again. This answer is correct but didn't make sense to me because I didn't understand what 'drawing a wire' was.
"Wire drawing is a metalworking process used to reduce the diameter of a wire by pulling the wire through a single, or series of, drawing die"
https://en.wikipedia.org/wiki/Wire_drawing
This gauge system originated in the number of drawing operations used to produce a given gauge of wire. Very fine wire (for example, 30 gauge) requires more passes through the drawing dies than does 0 gauge wire
https://en.wikipedia.org/wiki/American_wire_gauge
Midgets Interpretation on this:
So picture a piece of wire that you pass through an instrument that makes it thinner (Like shaving a bit of each time)
If you pass it through 30 times it is called 30 guage but will be quite small.
If you only pass it through and 'shave' it 10 times it will be called 10 guage but will be larger in diameter.
Thanks for this question Zb - I have often wondered about it but never bothered to find out!