Why do ice skates have to be thin?

The thinner skates cause the body weight of the skater to be distributed over a very small surface area. This does two things...first, it reduces friction which makes you slide longer/faster/more effortlessly. Second, it creates a high amount of pressure between blade and ice. This causes a thin line of the ice under the blade to liquefy, further reducing friction. (The freezing point of water is roughly 32 degrees at standard atmospheric pressure...the higher the pressure, the colder the freezing point. This is why snow packs into a snowball when you squeeze it.