The skin is the largest organ in the human body and serves various functions, including mechanical protection and mechanosensation. Yet, even though skin's biomechanics are attributed to two main layers-epidermis and dermis-computational models have often treated this tissue as a thin homogeneous material or, when considering multiple layers, have ignored the most prominent heterogeneities of skin seen at the mesoscale. Here, we create finite element models of representative volume elements (RVEs) of skin, including the three-dimensional variation of the interface between the epidermis and dermis as well as considering the presence of hair follicles. The sinusoidal interface, which approximates the anatomical features known as Rete ridges, does not affect the homogenized mechanical response of the RVE but contributes to stress concentration, particularly at the valleys of the Rete ridges. The stress profile is three-dimensional due to the skin's anisotropy, leading to high-stress bands connecting the valleys of the Rete ridges through one type of saddle point. The peaks of the Rete ridges and the other class of saddle points of the sinusoidal surface form a second set of low-stress bands under equi-biaxial loading. Another prominent feature of the heterogeneous stress pattern is a switch in the stress jump across the interface, which becomes lower with respect to the flat interface at increasing deformations. These features are seen in both tension and shear loading. The RVE with the hair follicle showed strains concentrating at the epidermis adjacent to the hair follicle, the epithelial tissue surrounding the hair right below the epidermis, and the bulb or base region of the hair follicle. The regions of strain concentration near the hair follicle in equi-biaxial and shear loading align with the presence of distinct mechanoreceptors in the skin, except for the bulb or base region. This study highlights the importance of skin heterogeneities, particularly its potential mechanophysiological role in the sense of touch and the prevention of skin delamination.