Angels have the Phone Box
Please have a read here:
Solved: Re: Spoofed message from contact - Page 32 - Skype Community
It is important that every account "sending" these malicious links have a password change immediately. It looks to be the result of hacked usernames+passwords; many time the passwords are being reused across multiple logins/applications. It could also be a spoofing issue, but changing the password would be the best course of action at this point. Unfortunately, I don't think Skype offer 2-factor authentication (yet?).
Someone mentioned that you can delete the spam message(s) if you log into the Skype Web app (Skype for Web BETA?).
You can check if your email has shown up on hacked lists at these 2 websites:
Find the source of your leaks
Have I been pwned? Check if your email has been compromised in a data breach
You can run this command in a skype chat window to see how many logins exist for your account: /showplaces
If you see unfamiliar logins, you can try the command /remotelogout to get rid of them.
And finally, here's a good page on Skype security:
Protecting your online safety, security and privacy
It has a link to contact support and report this stuff.