All new skimmers will have abreak in period, and the time it takes for them to do this depends on the skimer itself.
It can take a day or even a week to fully break in.
Maybe you dont have much for the skimmer to skim, if you dont have a bioload there wont be anything for it to skim.
Also the water level in the skimmer has to be at a certain height in the neck of the skimmer for it to skim properly.
I find that almost all skimmers wourk best where the water level is half way up the skimmer neck.