Here is a simple Plain TeX snippet for demonstration
\vskip 3in
Aaaaa
\vskip 3in
Bbbbb
\end
When I compile this with pdftex, I expect to see a 3-inch-high blank space, then Aaaaa, followed by another 3-inch-high blank space, then Bbbbb. But the first \vskip appears to be ignored by TeX.
On the other hand, when I do this
\hrule height 0pt
\vskip 3in
Aaaaa
\vskip 3in
Bbbbb
\end
The output is what I expect. But I see no reason why a dummy 0-point-hrule is necessary.
Vertical space is removed at page breaks. The start of a document is considered to happen at a page break. Use \vglue instead of \vskip for "non disappearing space".
From the TeXbook, p. 352
You can get horizontal space that never disappears by saying
\hglue<glue>; this space is able to stretch or shrink. Similarly, there's a vertical analog,\vglue<glue>.
There is a difference in how pages and paragraphs are treated: \hskip at the start of a paragraph doesn't disappear, because of the indent box that's always inserted at the start of a paragraph.
If you notice, the first example in the TeXbook, story.tex, starts with a \hrule just to avoid the following vertical space to disappear.
The above considerations are for Plain TeX; in LaTeX one should use \vspace for "disappearing space" and \vspace* for the non disappearing variety.
