"jump out of your skin" = to be frightened When someone comes up from behind and then shouts, you jump out of your skin. If you watch cartoons, they literally do that!

Yes, I agree with Dark Panther, you use it for a really really big surprise, when something shocks or scares you. I think we more often say "nearly jumped out of my skin"

“jump out of one's skin" = 吓死了 = You jump out of your skin when something suddenly shocks you and your whole body jumps. For example: George was watching the clouds pass in front of the moon when I quietly snuck up behind him and tapped him on the shoulder. He screamed and nearly jumped out of his skin! John didn't know I was making some toast, and when it suddenly popped up just as he was walking past he jumped out of his skin. It was really funny!