In theory, since your thong is just touching your body, you won't catch anything you don't already have. In fact, studies have never been able to find a link between thongs and infections. But some women do notice an increase in UTIs and yeast infections when they wear these undies, so you'll have to decide if it's worth the risk to avoid visible panty lines.
The potential problem with these undergarments is that fecal bacteria can move more easily from the rectum to your vagina, and then work their way into your urinary tract, possibly causing a UTI. Also, tight thongs may irritate the vagina and surrounding skin, which opens you up to infection.
No need to switch to granny panties: Just use basic common sense-meaning, good hygiene. Don't wear the same thong for more than a day, and wear them for limited periods of time. If you start to notice any itching or irritation on your outer skin, switch to a loose cotton pair of undies instead. And if you develop a UTI or yeast infection, don't wear a thong until the infection is history.