Hey Mike, yes skills increase from 0 > d4 >d6 > d8 > d10 > d12 max. However, these only increase when you improve the skill.
When you gain a level you can increase 1 attribute and 2 skills to the next skill die so not every skill will be increased each level.
You may also find some attributes or skills may improve more than once at creation if they are chosen twice through class/race combination or player choice.
Hope this helps.