Don't teach your skunks to play rough. This is the nature of the skunk. If you are not ready for this type of behavior you should choose another pet. Skunks can escape out of the smallest of places. They can flatten out to the depth of a carpet and scoot under many things, for example, doors.
Skunks have no homing instincts.
They have a strong since of curiosity and once out, they will sniff and investigate until they are totally lost. Make sure there isn t any way for him to get outside. Check out dryer vents, heat vents, pet doors, there are numerous ways for a little skunk to get out. It is extremely rare that a lost skunk is ever found. Other things you need to do to skunk proof your home is to put child proof latches on all the cupboards that could contain dangerous materials or things you don't want the skunk to get into.