A few things that I would suggest
- Learn how to make a fist. No I'm not being a smart %$. A lot of fighters never learn how to form a fist and that's why you see so many broken bones and people with "boxer's knuckles". If you go on youtube and search "make a fist" there is a japanese video that does a good job of explaining it. If you don't understand japanese you'll still pick up a lot from the pictures.
- Second, most "skinning" happens from not hitting the bag flush. If you are not landing cleanly on the bag.
- Third, get a makiwara. I would make one, most of the ones they sell are garbage. Train with it very lightly to start with. Over about 3 months very slowly increase the amount of power in your punch. The makiwara will teach you some form. If you hit improperly you will feel pain.
- Make sure you are using good form. Remember the hand has the smallest bones and is the first place that you'll feel bad form. However, over time you will develop pain in your wrists, elbows and shoulder if you hit improperly. Keep your elbows in and down. Don't flair your shoulders out as you punch.