They have to watch Candle Cove and go inside the cave. That will lead them to the real world.
So what you're saying is...they have....to go....INSIDE?
CUE HORACE HORRIBLE ATTACK.
EDIT: Also, I think you should avoid explaining the Skin Taker. Don't get into his back story with the players. Make him cosmic horror like.
AND HAVE TALKING PIRATE DUBLOONS THAT GIVE ADVICE. One is always right, one is always wrong, UNTIL LATER ON, when the right one says "Don't worry, the Skin Taker only hunts children!" and then they die.