sometimes you can overskim, but it's unlikely to happen in most aquariums unless you have a skimmer that is way too large or hooked up improperly. if you add a lot of supplements to your tank (like iron, iodine, magnesium, calcium, strontium and molybdenum) you could possibly be skimming some of these out. only a small amount of these could be skimmed, and this really only occurs if the bubbles in the skimmer are too fine, which would produce a "wet" skimmate.
the only time i would suggest unplugging your skimmer is if you have a lot of macroalgae. sometimes skimming will remove nutrients that the macroalgae thrives on. however, this is also unlikely unless you have an absurdly large skimmer.
i skim 24/7/365. it's best to continually skim that way you pull all of the junk out of the water.