You choose the size of the widget when you you choose the widget. As others have said some apps give you the option as to size of widget, but they are all listed separately in the list of widgets. So HD widgets for example have all sorts of sizes to choose from ranging in size from 1X1 to 4x7.
If you do not like the size you have chosen just have a look in the widgets list - press "squares" at the top right of screen, then choose Widgets. Choose a different one from the list for the particular app, for example HD widgets have 13 different sizes. If you can only see the one size then that is all there is, and you are stuck with it.