A skin defines a look and feel for the MediaWiki interface. Although the look and feel varies between skins, in general all skins have the same interface components. Each skin can show the same interface component differently, by showing it in different colours or positioning it differently on the page.
To try out the available skins and change skin, click on the my preferences link while logged in, then click on the MediaWiki:Prefs-skin/en tab. You can preview the available skins by clicking on the (Preview) link next to each skin.