The soldier who reports to Faramir at Henneth Annun said he thought it might just be a squirrel, but it was black, so maybe there are black squirrels coming south from Mirkwood. That's what I was thinking of.
In The Hobbit, his thoughts about pockets is part of his memories that seeing Bilbo raises for him. It's highly unlikely that his clothes from 500 years ago have survived, and living alone under the mountain clothes would be unnecessary. All that is left of him is the drive to survive and the lust for the Ring, except for the remnants of memories of happier times many lifetimes ago. Clothes would not be needed for either of those basic drives. So it's not like the Nazgul with their black cloaks and hoods - they need them to give themselves form.
Also, somewhere in some class discussion of LOTR Corey Olsen says Gollum is black so not to picture him like he is in the movies. But that didn't surprise me.
The actual passage you are thinking of might be one of two. The first is Anborn, the scout, talking to Faramir.
"I saw, or thought I saw, something a little strange. It was getting deep dusk, when the eyes make things greater than they should be. So perhaps it may have been no more than a squirrel... Yet if so, it was a black squirrel, and I saw no tail. 'Twas like a shadow on the ground, and it whisked behind a tree-trunk when I drew nigh and went up aloft as swift as any squirrel could." The second is Faramir, speaking to the guard.
"Now, what would you say that it is, Anborn? A squirrel or a kingfisher? Are there black kingfishers in the night-pools of Mirkwood?" That comes right after
"Frodo was aware of a small dark thing on the near bank."
Either Faramir's vision is not very good at this distance and in this light, as a kingfisher is a very small bird, much smaller than Gollum, or, Faramir is indulging in some inferior Gondorian form of 'hobbitry'.
I would suggest that both references were in the deep dusk, or at night. In the second, the setting moon is behind Gollum, silhouetting him. In those conditions, he would look black, whatever color he actually was.
Whenever Gollum is described as 'dark' or 'black' it is in dark or black conditions, when anything observed would be dark or black. I don't think the references to Gollum as dark or black are very compelling evidence that his skin is black.
Besides the evidence I found before, indicating that his skin is not black (of which, 'white snapping fingers' is the most compelling), I have since found another passage from 'The Two Towers' which I find definitive.
Gollum, Frodo and Sam are in the hollow outside the Morannon.
"Not even an eagle poised against the sun would have marked the hobbits sitting there, under the weight of doom, silent, not moving, shrouded in their thin grey cloaks. For a moment he might have considered Gollum, a tiny figure sprawling on the ground: there perhaps lay the famished skeleton of some child of Men, its ragged garment still clinging to it, its long arms and legs almost bone-white and bone thin: no flesh worth a peck."
I think that makes it pretty definitive that Gollum's skin is white.
It also is clear that Gollum wears clothes, though they are ragged.
I also think that Gollum's reference to his pockets in "The Hobbit' indicates that he was wearing clothes with pockets at the time of the riddle game.
"He thought of all the things he kept in his own pockets: fish-bones, goblin's teeth, wet shells, a bit of bat-wing, a sharp stone to sharpen his fangs on, and other nasty things."
When Gollum is remembering his distant past during the riddle game, this is usually explicitly clear. Here, Gollum thought of the things he
kept in his pockets, not that he
used to keep. Also the things, are things from his current dark and underground environment, not the things he would have kept in his pockets long ago.
I think the evidence suggests that Gollum's skin is not black, and that he does wear clothes (sometimes with pockets).