By Suzanne Barlyn, Phil Wahba, Marina Lopes and Dhanya Skariachan NEW YORK (Reuters) - U.S. retailers' controversial choice to kick off the U.S. holiday shopping season early, on Thanksgiving, may not pay off as much as they had hoped. Eager to entice cautious consumers, especially with six fewer shopping days this year than in 2012, many retailers launched sales on Thursday's U.S. holiday, traditionally a day for family, friends and football games. Even Macy's Inc's flagship store in New York City opened then for the first time in its 155-year history, at 8 p.m. Some U.S. shoppers played along, hitting the Internet and stores on Thanksgiving. "It's a lot less than I thought," said Alison Goodwin, from Horsham, Pennsylvania, who ventured to an area mall on Friday seeking gifts and maybe something for herself.