I have a couple of questions about Maters Degrees?

First, are you required to write more papers than you do with a bachelor's degree? I have heard of a Master's Thesis which sounds very intimidating to me. Does anyone happen to know anything about the Master's Thesis? Is the Master's Thesis anything like writing a doctoral dissertation? Also, can you still get financial aid such as Pell and Tap or does that run out with your bachelor's degree?