Yes, you can skip questions on the GRE. You'll be able to flag questions that you want to return to within that section, making it easier to see which questions you've left unanswered at the end of each section.
Since you don't get negative points for wrong answers (like on the SAT), you should try your best to answer as many questions correctly as possible--and you shouldn't leave any questions blank! There's always the possibility that you'll guess correctly! :)