Spectrum of spin eigenmodes localized on a ferromagnetic skyrmion pinned by a geometrical defect (bump) of magnetic films is studied theoretically. By means of direct numerical solution of the corresponding eigenvalue problem and finite element micromagnetic simulations we demonstrate, that the curvature can induce localized modes with higher azimuthal and radial quantum numbers, which are absent for planar skyrmions (for the same parameters). The eigenfrequencies of all modes, except the breathing and gyromodes decreases with increasing curvature. Due to the translational symmetry break, the zero translational mode of the skyrmion gains a finite frequency and forms the gyromode, which describes the uniform rotation of skyrmions around the equilibrium position. In order to treat the gyromotion analytically we developed a Thiele-like collective variable approach. We show that Néel skyrmions in curvilinear films experience a driving force originating from the gradient of the mean curvature. The gyrofrequency of the pinned skyrmion is proportional to the second derivative of the mean curvature at the point of equilibrium.