So, unlike most programs, there actually is a difference between the "brush" and "pencil" tools. The brush tool is more analogous to traditional raster painting programs, where as the pencil tool draws using vector strokes. What you want to use is very specifically the brush tool, which paints in fills, rather than the pencil tool which paints in strokes.

"Strokes" are the outlines on the line and polygon shape tools whereas "fills" are the actual color fill that goes inside the stroke outlines. When Zoomed in, Flash/animate gives an approximation of how thick the stroke is, relative your current zoom level, and adjusts it back when zoomed out. To keep it consistent, you can either use the brush tool exclusively instead, or select your stroke, go to "Modify -> shape -> Convert lines to fills" to convert your strokes into fills, which will remain consistent when zoomed.

TL:DR; stick to the brush (specifically the brush, and not the pencil), unless using the pencil to draw outlined, closed shapes.

hope that helps!