Agent skills are callable procedural modules that provide reusable knowledge and execution policies for complex agentic tasks. However, existing methods mainly focus on selecting relevant skills or improving the skills themselves, while overlooking whether a relevant skill should actually be invoked at the current decision point. Unhelpful invocations may introduce irrelevant context and disrupt an otherwise correct execution process. To address this issue, we propose SelSkill, a dual-granularity preference-learning framework for selective skill invocation. SelSkill formulates skill use as a skill-or-skip decision, uses predictive uncertainty to prioritize candidate decision points, and constructs controlled invoke-skip preference pairs from shared trajectory prefixes. It further combines episode-level outcome preferences with step-level invocation preferences to capture both overall trajectory quality and the local effectiveness of skill invocation. On ALFWorld with Qwen3-8B, SelSkill improves task success by 10.9 percentage points and execution precision by 29.1 percentage points. On BFCL, it improves task success by 5.7 percentage points and execution precision by 29.5 percentage points. Zero-shot results on Tau-bench and PopQA further suggest that the learned invocation policy transfers to new domains with previously unseen skills.