His real name is Lucian Leblanc.
Originally from The Brume at Ishgard, Skippy had been an orphan for as long as he could remember and survived by stowing away on caravans, traveling from town to town in Northern Eorzea, and stealing food and money from an ever-rotating population of adventurers and merchants.
One day, he stole an expensive-looking pocketwatch from an older man while in Idyllshire. To his surprise, the old man caught Skippy, gave him a smile and pat on the back, and told Skippy to keep it. Puzzled by this, Skippy decided to follow the old man to the Sharlayan colony and spent several weeks secretly visiting the lab and learning about what the old man was up to. He learned that the pocketwatch that he stole was a failed prototype of a time-control device and that the old Elezen man was researcher named Rene LeBlanc studying the relationship between aether and time. Finally, the old man invited Skippy to stay and learn, and from then was adopted and raised by the old man.
Skippy grew into a young researcher, eager to learn and leave his life and habits of poverty behind. He focused mostly on his work and spent his free time traveling back to Ishgard to visit his childhood friend, Dawn.
One day, the main time travel machine prototype broke down, and no one else in the lab knew why. When everyone else had gone come, Skippy attempted to fix the machine himself, thinking that he could prove himself to his grandfather -- and also resolving to confess his love for his childhood friend if he succeeded. Unfortunately, when trying to cast the spell to re-enchant some of the equipment, the spell backfired, causing him to cast a spell on himself instead and teleporting him about 400 years into the future with nothing but the clothes on his back and the pocketwatch he had stolen long ago.
Falling back on his skills as an orphan, he oriented himself to the streets of Limsa Lominsa and eventually found himself a position on a local pirate crew. His charm and natural hardiness quickly gained the respect and friendship of his captain and crewmembers. It was during this time he gained the nickname is now goes by, Skippy.
In his free time, he would ask around town and research books to see if he could find his way home somehow. One day, he heard of a wizard who specialized in magic items and decided to ask the wizard to repair his pocketwatch, but ended up having it stolen, which lead Skippy to follow the wizard to Quarrymill.