Importing a 3d Illustrator file into After Effects

If you export an OBJ file from Illustrator - search AI Help for that workflow, you can Import the OBJ file for use in Element 3D or another 3D app, add it to a C4D lite project in AE, or use AE Beta to import the OBJ directly into the timeline using the new 3D rendering engine. You cannot directly add the textures in AE, but you can texture the 3D model in C4D lite and Element 3D and other 3rd party plugins.

If you need to animate a skull, find a suitable 3D object for it on some online market place like Sketchfab and animate it via Cineware or Element 3D. That fake AI 3D stuff is useless for whta you seem to have in mind.

Mylenium

An AI file with the 3D effect applied is not a 3D layer. It is a 2D layer that changes shape as you manipulate the controls. 

There is no reason to convert a Vector layer to a Shape layer unless you plan to animate the actual vector path, use text animators, or extrude the layer using the C4D workspace. All effects, blends, Gradients, and brushes will be converted to gray-filled closed paths, so you will have to dive into the groups and add your own gradient fills and raster effects. 

If you tell us exactly what you are trying to do, we can help guide you to the correct workflow.