I have really thin skin, and all my blue veins show through. Does any skin cream help?

No. Some well-meaning people will tell you that Retin-A cream will thicken the collagen layer of your skin; but the honest answer is that nothing we know of will make fair, translucent skin less translucent. A spray-on artificial tan will make the veins less notable temporarily, however.
Thin Skin. Fragile or thin skin that tears easily is a common problem in older adults. Aging, sun exposure and genetics all play a role in thinning skin. Certain medications, such as long–term use of oral or topical corticosteroids, also can weaken skin and the blood vessels in the skin. http://www.mayoclinic.org/healthy-lifestyle/healthy-aging/expert-answers/thin-skin/faq-20057753.