Could be a back door program. Or a key-logger. Or someone forcing some sort of sync without your knowledge and noticing, between your system/activity and theirs. Nowadays, it is child's play to get unauthorized, distant access on somebody else 's system, protected or not. Malware and spyware have evolved to nightmarish, terrifying levels.
As a person who had 2 email addresses hijacked, has been hacked, doxxed, cyber and not only attacked from random strangers with sensitive and strictly personal info and even had various fake profiles constructed on random social sites without even my mere knowledge (let alone the horrifying knowledge of how and for what purpose they have been used), i can think up, read about and hint to you a million (figuratively) different ways, your system and privacy is vulnerable and at constant risk, daily, each and every second.
Best solution is to change your skype account details, like password, as others hinted; if you are still in control of it. Then, proceed to IMMEDIATELY notify your contacts, especially the business and serious ones about the fact you lost control of your account/access, warning them just in case some fool decides to faq up with you, your contacts and your life. And pull the plug on skype, at least concerning serious interactions. Mobiles are far from onmi-secure, let alone fullproof, but comparing to skype, it is far better by miles.