We study the quantum propagation of a Skyrmion in chiral magnetic insulators by generalizing the micromagnetic equations of motion to a finite-temperature path integral formalism, using field theoretic tools. Promoting the center of the Skyrmion to a dynamic quantity, the fluctuations around the Skyrmionic configuration give rise to a time-dependent damping of the Skyrmion motion. From the frequency dependence of the damping kernel, we are able to identify the Skyrmion mass, thus providing a microscopic description of the kinematic properties of Skyrmions. When defects are present or a magnetic trap is applied, the Skyrmion mass acquires a finite value proportional to the effective spin, even at vanishingly small temperature. We demonstrate that a Skyrmion in a confined geometry provided by a magnetic trap behaves as a massive particle owing to its quasi-one-dimensional confinement. An additional quantum mass term is predicted, independent of the effective spin, with an explicit temperature dependence which remains finite even at zero temperature.