I skipped my period last month in September and I never had sex before

It's difficult to be certain without more information, but it could be just a missed period. Did you have one in October? There are some development questions to consider:

1. How old are you?
2. When did you start menstruating?
3. How regular are your periods?
4. How long is your cycle?

Then to rule out pregnancy:

1. Have you had any sexual activity? Mutual masturbation? Fingering?
2. Have you had any contact at all with sperm?

If you have never had sex (of any sort) you aren't likely to be pregnant. So it could mean your periods are settling down. It could be because you've been under stress, or you have a hormonal imbalance.

If you have any concerns, see your doctor.

Hope this helps a bit.