A skewer is similar to a sacrifice that your opponent is forced to make. You are able to threaten a primary piece that your opponent will likely want to retain. If your opponent attacks and captures your piece that is doing the threatening, your opponent will lose the piece he or she used to capture your threatening piece. As you know, it is not wise to capture a bishop with a queen and then lose that queen the very next move.
Think of threatening a highly valued piece such as a queen or rook. Your opponent will likely move that piece and leave a free and open attack to a lesser-valued piece such as a bishop or knight. Picture placing a protected bishop so that it threatens a queen, if that queen moves out of danger the knight is exposed. Your opponent will almost always move that queen, thus allowing you a free victory over the knight. Do not skewer unless you do in fact intend on taking the piece with the lesser value.
Always skewer when the opportunity arises. To not skewer when you have the chance is just silly, unless you have a checkmate that you are able to carry out. The opposite effect of this of course, is to not allow yourself to be placed into situations where your opponent is able to skewer your pieces. We have all had it happen to us, where we have to decide which of our pieces we are willing to lose, because we will be losing one of them no matter what. When we are forced with this decision it always gives our opponent quite an advantage in the game. Look at what you believe your opponent is trying to do in the next few moves to help guard yourself against being skewered.