Skew is a pretty cool word, and it sounds like it means something really weird, and it kind of does. It means lines that go any which way. It describes any two lines that aren't either parallel or perpendicular to each other, and that don't cross each other anywhere (so they have to be in different planes). Most lines are skew to each other. The two lines in this picture are skew to each other.
Remember that lines go on forever in both directions. You might have two line segments, where only part of the line was drawn. If you continued the lines out, though, they would cross each other. Then those two line segments are skew to each other, even though they don't actually touch each other.