It is often believed that using any fuse is sufficient and everything is safe. In no case! Only a correctly selected and dimensioned fuse can interrupt the current in reasonable time perventing a fire in case of an overload or short circuit. The procedure of selecting fuse and wires is as follows:
1. You determine the operating current that must flow through the fuse. This is, for example, the maximum current that the LEDs consume.
2. Now you choose a fuse that has enough current carrying capability to carry the operating current over the lifetime without melting too early.
3. You choose connection cables, clamps, etc. Two aspects play a role here:
a) These components must not overheat at an operating current, but they must also be able to withstand all currents for as long as the fuse lets them through. If, for example, a 10A automotive mini fuse was selected for an operating current of 8A, the cables etc. must be able to carry 11 A permanently, 13.5 A for at least 600 s, 20 A for 5 seconds and even 60 A for 100 ms without catching a fire.
b) Connecting cables must not cause too high voltage drop too. Here it is not only the cross-section of the cable that is important, but also the length. The voltage drop can be the reason why you have to choose a significantly higher cross-section, although from point a) not such a high cable cross-section would be necessary.
WLED Calculator provides a good starting point for such calculations.