I always assumed she was just wearing a full-body leotard that had parts that were the same color of her flesh (or maybe they're meant to be translucent?). You can see the collar on her neck.
But yes, she does have a hole on her back that has a dark pinkish-purple lining inside and the fact that her 2 scarf-hands protruding out of it have pinkish-purple stains on them where they emerge from the hole makes is clear that it's likely her blood and said hole exposes her skin tissue's dermis/hypodermis (I'm no anatomy expert). Blech.