String skipping is a technique used when you need to make 2 or more string shift. It is challenging for your right hand and can help greatly improve your picking technique. Even if you don't use string skipping on a regular basis, practicing it will develop your general right hand skills fast.
The things you should remember about while practicing this technique:
you need to shift at least 2 strings up or down which means that one string must be skipped. Make sure that you're not going too far away from the string that is skipped (by increasing the distance between the pick and strings). It's very common to do that and it's done subconsciously. If you become aware of that, you can overcome it fast.
String skipping is a combination of movements from your elbow and wrist. You use your elbow to shift between the strings and wrist to pick the notes once you reach the string.
When you pick 2 or more notes on one string, make sure to minimize the right hand movements.
I've prepared an exercise that will help you improve string skipping. It's written in E minor and requires one left hand position shift in the middle of it. Start slowly and when you feel comfortable with the exercise - speed up. You can use either alternate picking or economy picking to play the exercise (personally, I prefer the second option).
Watch the video below to see the fingering and picking pattern (note that I use economy picking which results in performing 2 down-strokes in a row a couple of times). If you prefer alternate picking - stick to the down-up-down pattern.