Hi kache 98, +1 with evblazer
Definately check your rear wheel to make sure it is aligned and all the way in the dropout as already mentioned. Make sure the chain is routed through the RD properly. Silly but I have done it more then once where I screwed it up somehow
If the chain was just skipping on a worn cassette it would not likely jump 2-3 gears left, it would likely stay on the same gear.