United and PSG drew 1-1 in their first leg at Leigh Sports Village last week.
Now United face the two-time finalists at the Parc des Princes on Wednesday, with the visitors firmly optimistic.
"We want to put all our energy into experiencing this and going through," said Skinner.
"We want to win things, and there are many trophies up for grabs this year so this is a high priority game."
United finished second in the Women's Super League last season, two points behind winners Chelsea, so entered the Champions League qualifying stages at the second round.
The winner of their two-leg tie with PSG - runners-up to Lyon in last season's Division 1 Feminine - will advance to the group stage.
While this is United's first campaign in the competition, PSG have reached the knockout stages in each of the past five seasons.
Skinner, though, believes his team "don't fear anyone".
Wednesday's match takes place at the regular home of Paris St-Germain's men's side.
It will be the 15th time the PSG women's team have played at the Parc, falling to defeat in their last outing against Lyon at the start of October.
"It will be wonderful to be in that environment playing a top team in front of their fans and watching our away supporters," said Skinner.
"They are the romantic parts you feel. If we win and we go through it will be a magical moment."
Skinner's team are unbeaten across their past four matches, although they have conceded first in each of those games.
At the weekend, Maya Le Tissier's second-half equaliser against in-form Leicester City secured a third consecutive draw for the Red Devils across all competitions.
United will be without defender Gabby George who sustained an anterior cruciate knee ligament injury (ACL) against the Foxes.
Emma Watson remains out of action with the same injury and Aoife Mannion is sidelined with a quad issue.
As for PSG, their match last weekend against Reims was abandoned in the 46th minute with the scoreline goalless after fireworks were launched on to the pitch from outside the stadium.
Striker Marie-Antoinette Katoto returned on Saturday after recovering from an ACL injury.
But the hosts are expected to be without midfielder Oriane Jean-Francois who took a knock in the first leg.
Skinner will be hoping his United side avoid a similar fate to Arsenal, who were knocked out of the first round of qualifying by Paris FC.
Both the first and second rounds of qualifying are split into two groups - the champions path and league path.
United are in the league path, along with PSG and others who finished runners-up of their respective leagues.
The other path contains the champions of leagues outside the highest-ranked associations.
"We've almost got to put in a full Champions League performance to progress, rather than a qualification performance," added Skinner.
"Unfortunately it's come earlier than we would have liked, but we're going to have to be at this level if we're going to progress."
𝗦𝗲𝗺𝗮𝘀𝗼𝗰𝗶𝗮𝗹 𝗶𝘀 𝘄𝗵𝗲𝗿𝗲 𝗿𝗲𝗮𝗹 𝗽𝗲𝗼𝗽𝗹𝗲 𝗰𝗼𝗻𝗻𝗲𝗰𝘁, 𝗴𝗿𝗼𝘄, 𝗮𝗻𝗱 𝗯𝗲𝗹𝗼𝗻𝗴. We’re more than just a social platform — from jobs and blogs to events and daily chats, we bring people and ideas together in one simple, meaningful space.