A well soaked washcloth, a rough one, will literally pull the skin of as you gently pull the tail though the hand holding the cloth.

Or you can take a section of said cloth, wrap it around your finger, and rub the skin off that was.

Remember, the skin is dead so it won't hurt unless you actually press hard enough to make the flesh underneath feel pain, don't be afraid to do a little scrubbing; recall your mother washing behind your ears and do that.