I already removed that bit about courage because it was a little harsh on-screen. It was funny when I said it in my head, ROFLOL!
I am an equal-opportunity mocker, however. If you told me you were thinking of switching to hockey but you didn't want to wear the over-the-knee stockings, I'd take you to task for that as well.
FWIW, I also wear women's (duh) trouser socks, which are made of tights material, but are only knee-high. They're a little thinner than a man's dress sock and they don't have the cable-knit patterns. I skate with a lot of adult men and they wear the same thing (usually in black.) I've bought multi-packs that come with beige, black and dark brown in one package, so they definitely make them in darker colors. The male figure skaters I know usually buy them at the pro shop, which is more expensive so I'm not sure if they're available in department stores/mens sock departments.
One of my DDs used to wear Gold Toe cotton knee-high socks with her skates. (Ice dancing, Moves) Those are smooth, very thin and come in colors, so that might be a solution for you if you're leery of the tights material. My husband wears Gold Toe Fluffies (which are his everyday socks) but his skates were sized wearing those socks. He only skates once or twice a year and just goes in circles so it's not really a comparison.
Most figure skaters wear socks that come up above the top of the boot, hence all the "knee high" suggestions. The skills require pressing against the tongue and top edges of the boot, so ankle-length socks provide no protection against rubbing. On crossovers, for example, the calf presses into the boot with each stroke and cross. For some reason, anklets tend to slip and wrinkle, which can be painful inside the skate because it causes pressure points.
Another reason people recommend thin (other than better control and less friction) is because figure skates tend to "loosen up" as they're worn. You probably won't outgrow your skates, so they'll be with you until you outskate them and need a step-up boot/blade. If you start with a thin sock and the skate gets a little loose-fitting, you can always wear a slightly thicker sock (ie: trouser=>dress) to make the skate last longer.