Here are two clear ways to write your sentence:
- Rhinos have very thick skin, but their bellies can still feel ticklish.
- Although rhinos have very thick skin, their bellies can still feel ticklish.
Why these are better:
- We say their bellies because rhinos is plural (more than one), so the body part should be plural too.
- Ticklish is the usual word for something that can feel tickly.
- Joining the two short sentences makes the idea flow more smoothly. Starting a sentence with "But" is okay when you speak, but in writing it's nicer to connect the sentences.
Try reading the corrected sentence out loud and see which one you like best!