When do I need to choose a target for "Enters the battlefield" triggers?
You have to choose targets as the ability goes on the stack:


  114.1. Some spells and abilities require their controller to choose one or more targets for them. ... These targets are
  declared as part of the process of putting the spell or ability on the stack.


Only spells and abilities use the stack - there is no point at which the stack contains the trigger event "Herald just entered the battlefield". Instead, when a triggered ability's trigger condition is met, the ability itself is put on the stack (and any targets must be chosen) the next time a player would receive priority. Thus you do not get priority between the time Herald enters the battlefield and the time the ETB ability goes on the stack, so you cannot have Herald crew Sky Skiff in time to make Sky Skiff a legal target.