Just to chime in about thongs in Japan:
In Japan, fundoshi (a thong-like loincloth as many have correctly pointed out) was traditionally worn as men's underwear and swimwear up to the war, after which people started switching to Western briefs/boxers. It's also worn occasionally as festival wear for certain festivals around the country, and still worn nationwide as the outfit for Sumo. Many Japanese are comfortable about being nude (due to public baths).
So, in such sense, thong-like underwear for men is very ingrained into the culture. Because of that, I don't think there's a problem wearing a thong at the pool in the hotel. In the worst case scenario, it's likelier that you'll be told off by another foreigner as most Japanese keep to themselves.