Hey,
There is usually a break-in period for skimmers and the bubbles should decrease over time. Some models need some tweaking of the air/water mix to get it just right.
I have tried two different methods of skimming. 24/7 and skimming at night when the lights are off. I really didn't notice a big difference. Some people believe that by not skimming during the day, especially when feeding corals, that the phytoplankton or what ever else they are using doesn't get skimmed out. Not sure if the final verdict is out on that one.
HTH,
Dan'l