This paper presents a novel strategy to perform skin lesion segmentation from dermoscopic images. We design an effective segmentation pipeline, and explore several pre-training methods to initialize the features extractor, highlighting how different procedures lead the Convolutional Neural Network (CNN) to focus on different features. An encoder-decoder segmentation CNN is employed to take advantage of each pre-trained features extractor. Experimental results reveal how multiple initialization strategies can be exploited, by means of an ensemble method, to obtain state-of-the-art skin lesion segmentation accuracy.