How to make \Rightarrow bold

Here is a way with which you can make any symbol fat: use the contour package.

\documentclass{article}
\usepackage{amsmath}
\usepackage[outline]{contour}
\begin{document}
\begin{enumerate}
\item Just the symbol:
\contour{black}{$\Rightarrow$}

\item The symbol between two bold symbols:
$\boldsymbol{A}\mathrel{\contour{black}{${\Rightarrow}$}}\boldsymbol{B}$

\item Using \texttt{contour} for everything:
\contour{black}{$A\Rightarrow B$}

\item \verb|\contourlength{0.02em}|:
\bgroup\contourlength{0.02em}\contour{black}{$A\Rightarrow B$}\egroup

\item \verb|\contourlength{0.01em}|:
\bgroup\contourlength{0.01em}\contour{black}{$A\Rightarrow B$}\egroup

\item Other symbols:
\contour{black}{$A\Leftarrow B=C\ne D$}
\end{enumerate}
\end{document}

If you would recreate the arrow in tikz, you could control how bold you like it by changing the line width to whatever value you like

\documentclass[border=6.662mm]{standalone}

\usepackage{tikz}

\newcommand{\myarrow}[1][0.1pt]{\tikz[baseline=-0.26em,y=3em, x=3em]{\filldraw[line width=#1] (0.4202,0.0021) .. controls (0.4202,-0.0000) and (0.4188,-0.0018) .. (0.4171,-0.0025) .. controls (0.3917,-0.0092) and (0.3699,-0.0236) .. (0.3509,-0.0401) .. controls (0.3355,-0.0538) and (0.3225,-0.0704) .. (0.3130,-0.0890) .. controls (0.3119,-0.0915) and (0.3094,-0.0929) .. (0.3066,-0.0929) .. controls (0.3028,-0.0929) and (0.2996,-0.0897) .. (0.2996,-0.0858) .. controls (0.2996,-0.0848) and (0.3000,-0.0837) .. (0.3003,-0.0827) .. controls (0.3087,-0.0665) and (0.3193,-0.0517) .. (0.3316,-0.0391) -- (0.1181,-0.0391) .. controls (0.1143,-0.0391) and (0.1111,-0.0359) .. (0.1111,-0.0320) .. controls (0.1111,-0.0282) and (0.1143,-0.0250) .. (0.1181,-0.0250) -- (0.3471,-0.0250) .. controls (0.3611,-0.0137) and (0.3766,-0.0046) .. (0.3935,0.0021) .. controls (0.3766,0.0088) and (0.3611,0.0179) .. (0.3471,0.0292) -- (0.1181,0.0292) .. controls (0.1143,0.0292) and (0.1111,0.0323) .. (0.1111,0.0362) .. controls (0.1111,0.0401) and (0.1143,0.0432) .. (0.1181,0.0432) -- (0.3316,0.0432) .. controls (0.3193,0.0559) and (0.3087,0.0707) .. (0.3003,0.0868) .. controls (0.3000,0.0879) and (0.2996,0.0889) .. (0.2996,0.0900) .. controls (0.2996,0.0939) and (0.3028,0.0970) .. (0.3066,0.0970) .. controls (0.3094,0.0970) and (0.3119,0.0956) .. (0.3130,0.0932) .. controls (0.3225,0.0745) and (0.3355,0.0580) .. (0.3509,0.0443) .. controls (0.3699,0.0278) and (0.3917,0.0133) .. (0.4171,0.0067) .. controls (0.4188,0.0059) and (0.4202,0.0042) .. (0.4202,0.0021) -- cycle;}}

\begin{document}

$\Rightarrow$ 
\myarrow\ 
\myarrow[0.25pt] 
\myarrow[0.5pt] 
\myarrow[0.75pt]

\end{document}