A ray is a theoretical construct and has no width.
In the (theoretical) realm of geometrical optics a source can emit a ray of light.
However light is a wave (physical optics) and a "ray" (beam) of light can be produced which has finite width but due to the wave nature of light (diffraction) that "ray" (beam) of light will spread out.
The beam of light produced by a laser can be fairly narrow and only directly observed when the eye is in line with the beam unless there is something in the air like dust which reflects some of the laser light as it travels through the air.
Update due to a comment from @my2cts
A previous answer of mine to the question Why can we only "see" reflected light? where I mentioned the laser produced a number of comments about the a potentially dangerous practice when using laser light which I will repeat here just in case . . . .
- Before turning on the laser pointer, always be sure that it is pointed away from yourself and others.
- Never look directly into a laser pointer.
- Never direct a laser pointer at another person.
- Follow the same rules for direct reflections of laser light from reflective surfaces.