Notice that your skin emits a little extra shine? The fact is, everyone has oil in their skin. Under each of your pores is a sebaceous gland that produces natural oils called sebum. This helps keep your skin hydrated and healthy. In some people, though, the sebaceous glands can have too much oil. This creates oily skin. You know you have oily skin if your skin constantly looks shiny, and you go through several blotting sheets a day. Oily skin can even feel greasy within hours of cleansing.