Another option would be what we (jokingly) refer to 'round here on the forum as a sgian don't. That would be an implement/tool with a handle that looks like a sgian dubh, but has something else instead of a blade. Examples include a bottle opener (a.k.a. a sgian brew), a comb, a shoe horn, or anything else relatively short and flat that won't damage the kilt hose.

Since he'll be wearing the kilt in more casual situations to start with, elim (lethearen) makes a good point (as did your dad) that a sporran would probably be more useful/appreciated. Since there are no pockets in a trad. kilt, the stuff guys carry around in their trouser pockets has to go somewhere. An inexpensive leather sporran, in any color, would be the way to go. If you explore the site further, you'll see there are a wide range of opinions, but very few hard-and-fast rules about one's accoutrements (everything that goes with the kilt).

In answer to one of your other questions, I've never been hassled over wearing a sgian dubh, but I also think ahead about where I'll be and sometimes opt to go without. I'm almost never without a sporran, though. (Can't recall a time I was out and about without one, actually).