Hockey skates are made to be stiff and supportive, but in order to get full support from the boot you must lace them up properly. Each player will tie their skates just a little bit tighter or looser than the next guy, but generally you want to make sure that your skates are as tight as possible without cutting off circulation or causing pain to your feet.
Your ankles should be secured in the boots with minimal side-to-side wiggle room. The top of the boot should be laced up just loose enough to allow full forward flex in your ankles as you take strides, without being so loose as to sacrifice ankle support. There’s a delicate balance between full support and full range of motion.
Typically, the bottom eyelets near the toe box should be laced up tighter than the top eyelets near the ankle. The difference should almost be unnoticeable, but you ought to tie the laces very slightly, progressively looser as you lace up each eyelet from toe to ankle. You'll probably do this unconsciously, so it's best to just lace them up as naturally as you can.
The goal is to achieve maximum boot support and comfort simultaneously. Everyone’s feet and ankles are different shapes, sizes, and strengths, so everyone will lace up their skates just a little bit differently in order to find the right amount of support and comfort.