"To skip this exercise" means to choose not to do or participate in a particular activity or task, usually because one does not want to or does not feel like doing it. Full definition
Don't skip any exercises in class because they all have a purpose! (hbfit.com)
Never skip an exercise because it feels too hard or you can't seem to learn the correct way of doing it — practice it until you get strong enough to get it right. (fitnessandpower.com)
A rest day is a day you either skip exercising entirely or do a very light workout. (cathe.com)