I broke the knock sensor wire on my car when changing plugs (was up in there tring to take out the plug and rested a little to much weight on the wire, just adding to an arleady irritable day). So do i have to worry about what gauge wire to cross with or can i just solder across

 

If you have enough slack, just solder and heat shrink it back together. If you need to splice in some slack, the same or bigger wire will do.