Tolla was the first skinwalker, being able to change from her true form into a bear since the beginning of time. She did it without a pelt, only using her own magic to complete the transformation.
She taught the skill to humans and demons alike, hoping to strengthen the bond between them and the animals. Since humans, nor demons had the magic she did, she introduced the idea of using an animal’s pelt to aide the change.
In order to skin walk, one starts by draping it over one's shoulders, so that the face of the animal is on the back of one's head. Then, after a few steps forward, the pelt begins to magically fuse to the user's body. Also, with each step, one must intentionally imagine the skin becoming one's own. They must see themselves becoming one with the animal. They have to imagine becoming the spirit that animates it.
The pelt already has a bit of lingering magic of it's own, which is how humans are also capable of skinwalking.
In order to change back, the reverse process is necessary. Instead of imagining one's self becoming one with the skin, they must try to remember that they and it are two different things. One must remember walking on two legs, standing upright, to pull their human or demon spirit out of the animal skin, as pictured above.