"People tell us we are producing exciting, attractive rugby which is some of the best they have seen," said Skinner. "But we are keeping our feet on the ground and recognise we haven't done that for the full 80 minutes yet.
"In the Heineken Cup, you need to be at that level for the entire match and that's the challenge we face, otherwise opposition teams will take control. We are a young side and playing the final Cup fixture at Stradey Park is going to be a huge experience for everyone.
"It is all about testing ourselves in these kind of matches against top teams on a very big stage."
Skinner is enjoying a new lease of rugby life at The Stoop having been deemed surplus to requirements at Leicester.
Dean Richards, the Quins director of rugby, held that role at Tigers when Skinner first arrived and never lost faith in the openside flanker's ability.
Skinner said: "Leicester decided not to renew my contract and I think it was a blessing in disguise because, if they had kept me on, I probably wouldn't have played that much rugby."
Meanwhile, Northampton's Neil Best will be suspended until 27 January after losing his appeal against an 18-week suspension for eye-gouging Wasps flanker James Haskell.
The ban covers eight rounds of Guinness Premiership action, all of Northampton's European Challenge Cup and EDF Energy Cup pool matches plus Ireland's autumn schedule.