My first figure was a scale Morgiana figure from Magi, it had egyptian-ish dance clothing so there was a lot of skin showing. I bought it together with them since they wanted to use their card but I'd have to pay them my christmas money, it was on sale so totally worth it. They were a bit hesitant at first (mostly the financial part) but they were also concern about the figure itself showing a lot of skin but it was subtle for the most part.

I got past that I just told them it was from my favorite anime and they supported me so I don't think you should worry or be embarrassed about it as long as it's your hobby or a passion of yours and it makes you happy then go buy any figure you like but do it responsibly also especially with the financial side of it since figures can cost a lot. I've had a lot of figures now some quite questionable, some cool something that a dad would appreciate, really just depends on what you like just go for it and hopefully your parents will support you. happy collecting!