I saw this at a hotel where they tile on the side of the shower base which is fiberglass:
My question is: Do I just tile directly on the side of the pan? How do I make the thinset to stick?
The curb in this picture is about 3" wide. That is enough to put under the pan a piece of 2x4 (vertically) and screw a 1/2" thick hardie backer. Then you can use thinset to attach tiles to the hardie backer.
Do not attach your tiles to a layer that can warp, expand, or shrink. Your tiles will crack.
You should always lay tile over backer board. If you are trying to attach tile to other surfaces, you can use a construction adhesive such as Power Grab. Place a generous amount on the back side of each tile piece. The tiles will be re-positionable for about 15 minutes. You will need to wait until the following day to grout the tile.