Test The Mic
Test the mic setup by plugging headphones or earbuds into the Headphone jack at the bottom of the Yeti. Listen while you slowly turn the Volume knob clockwise while speaking into the mic. You should soon hear your voice loud and clear.
If you don't ever hear your voice, check the Gain knob to make sure it's turned to 12 o'clock/straight up. If not, turn your headphones back down and turn the Gain up. Then, start this process again.
If you still don't hear yourself, let us know.
This is from Skype version 126.96.36.199 for Mac. Your screen may look different.