After working out how to skid, I did about 10 of them when the legs were warm. The day after, my inner thigh muscles were sore for a few days, I think from pulling up so hard on the front leg. I made sure I was alternating legs, so I would get used to each leg being forward.
I think muscle soreness is normal for first timers, as the muscles used to slow down/skid are not used when riding with any kind of free wheel. Especially if one were to go out and do it a lot on the first day.
My cheapo lock ring (Dura-Ace cog) loosened up after the first few ride, I wedged the spanner against the seat stay (I don't much care about the paint job) and turned the wheel HARD by hand. I was praying for the little threads not to strip, they didn't, thank god. Now its been a few rides and its still tight. If you feel the slightest cog movement and you know its not chain slack, stop skidding or slowing down quickly till its tightened.
Enjoy