Magnetic skyrmions, topologically non-trivial chiral whirl-like spin configurations, have been under massive investigations in both fundamental and application aspects. In some special compounds, these quasi-particles can formtriangular skrymion lattice (SkL) exhibiting abundant unique properties. This thesis presents my comprehensive studies on the SkL in the magnetoelectric (ME) coupling helimagnet Cu2OSeO3. Starting from measurements on single crystal bulk Cu2OSeO3 samples, including dc magnetization, magnetoelectric susceptibility and neutron scattering, so as to get the general understanding of this system, the main work of this thesis focused on the investigation of quasi-two dimensional thin slab samples by the state-of-the-art Lorentz electron transmission electron microscopy (LTEM). Variousmagnetic textures including the spin helices and skyrmions were observed and analyzed. What separates the work presented here from literatures is the special emphasis on the dynamics of the SkL under various excitations in real space and real time, such as thermal fluctuation, magnetic field and electric field. Specifically, the magnetic field induced melting of the SkL in Cu2OSeO3 was, for the first time, observed and analyzed quantitatively. Two-step melting process was observed and demonstrated to follow the Kosterlitz-Thouless-Halperin-Nelson-Young (KTHNY) theory. The application of electric field can not only rotate the SkL, but also create skyrmions fromthe helical phase. My studies, especially those focused on the emergent properties induced by external fields, are intended to provide deeper insight into the fundamental knowledge of the SkL in Cu2OSeO3 and to promote the the development of skyrmion based spintronic applications.