The skin is a “shader” so you use “nodes” SSS, is main ingredient.
Which will include, Sub_surf Scatterings, Specular Maps, Reflection maps, Epi Dermal Maps, Sub Dermal Maps, Back Scattering, Bump or normal maps, so there is a lot of work to be done to be able
to succeed with skin, these layers create that skin you see on cosmic girl.
Here is the tutorial everyone uses, also Ben Dansie has some info on those shaders and Maqs.
Once finished this is only the base, then you need to learn about Projection Painting with creating U.V Maps.