How often does the price get lower than the ICO price when a new coin is listed on its first exchange house ?
How come there are coins that are worth like 0.0004 $, usually during an ICO one coin is sold in the range of 1$ or not ?
Do some "coins" skip the ICO stage ?
Yes, they "skip" off with all the money

Generally this can be because early investors get significant discounts and take profits immediately after the trading begins