On August 30, 2018, a hole was found in the Soyuz Orbital Module on the ISS. Astronaut Alexander Gerst initially plugged it with his thumb, meaning a part of his bare skin touched space. I can't find any other instances of someone touching the vacuum of space with his or her bare skin, except for the Soyuz 11 crew who died. Was Alexander Gerst the first person to touch space with his bare skin and live?
No. It occurred previously on STS-37 in 1991. During an EVA, a glove was punctured; the astronaut's hand almost immediately sealed the hole. They didn't notice (remarkable as that sounds) until after flight; there's a brief mention of it on the page PearsonArtPhoto linked to in comments:
"...the palm restraint in one of the astronaut's gloves came loose and migrated until it punched a hole in the pressure bladder between his thumb and forefinger. It was not explosive decompression, just a little 1/8 inch [3 mm] hole, but it was exciting down here in the swamp because it was the first injury we've ever head from a suit incident. Amazingly, the astronaut in question didn't even know the puncture had occured; he was so hopped on adrenalin it wasn't until after he got back in that he even noticed there was a painful red mark on his hand. He figured his glove was chafing and didn't worry about it.... What happened: when the metal bar punctured the glove, the skin of the astronaut's hand partially sealed the opening. He bled into space, and at the same time his coagulating blood sealed the opening enough that the bar was retained inside the hole."
The EV2 crewman reported during postflight debriefings that following the second EVA and after removal of the gloves, the right-hand index finger had an abrasion about 3/4 inch [2 cm] behind the metacarpal knuckle. The postflight inspection of the right-hand glove revealed that the palm bar was penetrating through the restraint and glove bladder into the index finger side of the glove approximately [5?]/8 inch [1.6 cm] (Flight Problem STS-37-V-19). The glove leakage rate with the palm bar in the failed position was 3.8 sccm of air as compared with the specification rate of 8.0 sccm. Had the palm bar come out of the hole during the EVA, the leak rate would not have been great enough to activate the secondary oxygen pack. The primary oxygen system would have maintained satisfactory suit pressure, and would also have displayed a high oxygen usage rate indication.
This supplemental answer addresses how dangerous "touching space" would be in the context of a small hole.
The vacuum of space is not much different than the vacuum of a vacuum pump from the point of view of a finger over a small hole.
Watching Scott Manley for a few minutes in the first video you'll see he mentions the second video, which shows a screen shot of Manley's idea to "touch space".
Mechanical roughing pumps similar to the one in the video can probably produce about 50 milliTorr absolute. The video says the pressure differential is 12 psi because 12 psi is the absolute pressure at the altitude where this video was recorded.
Was the finger damaged?
Spoiler alert: hover your cursor over the box to reveal the answer.
No fingers were injured in the filming of this video