Is highlighting important references a good idea?

Your thesis should have an introduction. You can highlight the most important references by mentioning them in the introduction and explaining why they are important.

Generally, this is not something you do in your thesis, and should be solved in the text (as mentioned in the comment of NMJD).

But it's not completely strange, the entire series of Current Opinion in XXX journals have marked references:

• of special interest

•• of outstanding interest

They're also marked in the text like:

[40••]

But keep in mind that only reviews are published in these journals, and those are generally not comparable with a thesis.

You're probably thinking by analogy with the indices of some books, which boldface the pages that cover the concept in detail. So, for example, an entry might read "Widget 17, 25–28, 34, 41, 50", meaning that widgets are discussed in detail on pages 25–28 and 50, and also mentioned on some other pages. People look at the index because they've just picked up the book and they want to find information about a specific topic; they look at the index and then start reading. The boldface guides them to the most important things to read.

The references section works in exactly the opposite way. People who are already reading the book (thesis, paper, ...) consult the references to find out more information about some topic. Since they were already reading the book, you've already had the opportunity to guide them to the most important references first by writing text that does that. ("Widgets were introduced by Einstein [14] and the theory was fully worked out by Woeitg [73]; see also [12, 44, 56–58].") Further, the information that a reader seeks is often spread across the whole references section, as in the example I just gave. You'd have to check seven different entries to see which were the important ones. So I don't think that would add much information. In addition, people don't read the references section: they just refer to it, so they won't expect to find extra information hidden in there.

Having said that, boldfacing the actual citation would add information, in a concise way. I've never seen it done but "We now discuss widgets [12, 14, 44, 56–58, 73]" does seem to have exactly the benefits of boldfacing in indexes.