Resolved Moving Effect in Wolrd Space

Morning.
You can set it up in different ways. The way I prefer to do it is to do everything in World Space.
So, first I will be sure to put my "Systems" in World Space. To do so you can click on the "World/Local" tag on of the Context of your system.





Then, I usually use the Set Position on Skinned Mesh node, as it's packed with handy features like the ability to orient your particles on the Mesh Surface. On this node, make sure to "Apply World Root Transform".


Now, you can either update the "Transform" of your System's Bound based on your SkinnedMesh transform, or more simply as you're doing it, parent your VFX asset to the Skeleton.





I'm joining a simple VFXG to help you get started.

Note that, you can also import the VFX Graph learning sample package from the package manager.
Package Manager > VFX Graph > Samples > VFXG learning samples
In here you'll find two scenes, one for HDRP and the other for URP. Those scenes are packed with examples to help you learn VFX Graph features.


One of them is dedicated to Skinned Mesh sampling : > Sample Skinned Mesh.prefab
It hasn't been thought for moving characters, but you can easily change the parenting in the scene view and turn on the "apply root motion" on the character to make it work with moving characters. This way, you now have two VFX examples of skinned mesh sampling: one in World Space and the other in Local Space.

The Feathers are on the back of the creature are VFX Graph particles.
I hope this will help. Have a lovely day.

 

Forgot the Character Trail VFX package...
Here it is.