It's very common for a new chain on an old freewheel to skip. The previous worn chain will have wrorworn the cassette/freewheel to match it's worn dimension. I lube my chain often, and measure wear as it goes along with a Park CC2 chain checker that provides a number% for wear. When the chain is finally worn I replace the pair chain/cassette. If the old chain was seriously worn that could be the problem.