Yes, you need to prime the skimmer so it does not have that issue.
To prime the skimmer do the following:
1. Turn off skimmer
2. Remove air silencer
3. With your thumb, plug the air hose so no air gets pulled into the skimmer
4. Turn on the skimmer
5. Let the skimmer fill up and run for a few minutes while keeping an eye on the inside and outflow of the skimmer. There should not be any air bubbles coming in/out of the skimmer. If you do, there may be an air leak and you need to tighten up the joints (manually, never use tools)
6. Once there is only water going in and out of the skimmer and it does not overflow (as it should not), then you can release the air hose and let air back into the skimmer.
7. Install the air silencer back and make sure you mount it up above water level.