My little girl did that at first, it's just their way of checking things out & when something is in front of their mouth, it's almost a reflex rather than a decision. Our reflex is to pull the finger away and say ouch!, but that could make it worse due to the sudden movement & b/c she won't know what ouch means. When Ruby did that to me, I made a quiet high pitched little squeak, as if to say oww! Any animal can discern what that means, & that's how a littermate might react to the same thing. I know it sounds silly, but making a little "eep" sound gets the point across without scaring her or making any sudden movements, which almost always send them scampering away. It worked for me, now I can't get Ruby to bite me even if I wanted to. It's not instant, as with anything, there is a learning curve, but she'll get the message, promise!!
When she's out for playtime, it's more likely she'll try to nibble your clothing, rather than skin, so just do the same squeak thing. Even though it doesn't hurt, she doesn't know that & will help her learn that anything on you is off limits. It will also help if, after you squeak or eep at her, immediately give her something that she is allowed to chew on, it will help her learn the difference. Hope that helps!!