In the "Twilight series" I remember something about how all the vampires where physically hard, is this ever explained? And if so does this make them heavier than a average human since they are possibly denser?
First, just to clarify what you're talking about - yes, the vampires in Twilight are harder than humans. This comes up frequently when Bella and Edward kiss.
And then his cold, marble lips pressed very softly against mine.
While there is no direct answer to your question, I believe that it mostly has to do with the vampires being the consummate hunters.
"I'm the world's best predator, aren't I? Everything about me invites you in — my voice, my face, even my smell. As if I need any of that!" Unexpectedly, he was on his feet, bounding away, instantly out of sight, only to appear beneath the same tree as before, having circled the meadow in half a second.
"As if you could outrun me," he laughed bitterly.
He reached up with one hand and, with a deafening crack, effortlessly ripped a two-foot-thick branch from the trunk of the spruce. He balanced it in that hand for a moment, and then threw it with blinding speed, shattering it against another huge tree, which shook and trembled at the blow.
And he was in front of me again, standing two feet away, still as a stone.
"As if you could fight me off," he said gently.
I sat without moving, more frightened of him than I had ever been. I'd never seen him so completely freed of that carefully cultivated facade. He'd never been less human… or more beautiful. Face ashen, eyes wide, I sat like a bird locked in the eyes of a snake.
Everything about a vampire - their enhanced senses, speed, strength, etc all go towards making them better able to take on their prey. The hard skin makes them invulnerable to normal human and animal claws and teeth.
For example, in Breaking Dawn, Bella talks about hunting a mountain lion.
His raking claws could have been caressing fingers for all the impact they had on my skin. His teeth could find no purchase against my shoulder or my throat. His weight was nothing. My teeth unerringly sought out his throat, and his instinctive resistance was pitifully feeble against my strength. My jaws locked easily over the precise point where the heat flow concentrated.
It was effortless as biting into butter. My teeth were steel razors; they cut through the fur and fat and sinews like they weren't there.
Now as to the weight part of your question, I do not recall any place in any of the books where vampires were said to be any denser or heavier than regular humans.