A couple of my girls will tug at my skin or clothes (usually clothes) under different circumstances. They often pull at my shirt when they are in the cage and I am standing at the open door. If I have them closed up in the bottom of our DCN while I clean, Annie will grab a mouthful of my shirt, pull as much of it as she can inside the bars, and hang on for dear life. It's pretty funny--she looks like a little dog. I have to be careful not to pull away so I don't hurt her nose. This seems like a bid for attention to me.
Lil has recently taken to pulling at my skin. Her favorite hobby is chewing small holes in my clothes, but I think this new thing has more to do with her liking the smell/taste of what I've been washing with rather than a desire to put holes in me, too. She's scraping me with her teeth, as well.