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Capillaries are unique blood vessels characterized by having a single layer of endothelium, which is crucial for their function. This thin layer facilitates the exchange of oxygen, carbon dioxide, nutrients, and waste products between the blood and surrounding tissues. Unlike veins and arteries, which have thicker walls due to the need to withstand higher pressures, the thin walls of capillaries allow for efficient diffusion processes.

While capillaries do form extensive networks and connect arterioles with venules, the defining feature that sets them apart is the single layer of endothelial cells. This structural characteristic is essential for their role in microcirculation and nutrient exchange in tissues. Hence, focusing on the thin walls enhanced with just one layer of endothelial cells underscores why this option is the correct answer regarding the primary features of capillaries.