You aren't doing anything wrong. When being made, there is a layer left over from the manufacturing process. The skimmer is doing its job, by collecting gunk from the water column. The gunk currently is what is leftover from its own creation. When there is 'too much' for it to handle, they will overflow.
You can try putting it in a bucket of vinegar water to help it through the 'break in' period. You will also want to make sure that you open the gate valve on the skimmer as wide as it can to help prevent any further overflows.