Again there's a specific issue about power imbalances. A colleague says some things you don't like it is quite easy to ask them to refrain. With a manager that

Again there's a specific issue about power imbalances. A colleague says some things you don't like it is quite easy to ask them to refrain. With a manager that may not be the case, especially if you're new to the world of work. Managing people is a responsibility and you can't act like people you have power over are just your colleagues. Perhaps in time if you build up a close working relationship with people you can be friends who do or say things that are more risky - because you've established boundaries. It's also worth saying that if a colleague is being inappropriate the first stop doesn't have to be HR, it can be a manager - they are there to ensure teams work well. A good manager should even pre-empt the complaint if they observe the inappropriate behaviour. That's what makes it so bad when the manager is the one at fault.