via postagem no fórum do Skype :
This is a skype notification icon located in the system tray. it usually means you have an incoming event such as a call, or a missed event.
this is found on the top section of the skype main window. it lists the missed events. clicking on this will expand the window and you will see a list of all the events you have not addressed.
The yellow triangle with the exclamation mark suggests something needs your attention (in my case i have low skype out credit).
someone has sent you a file which you have accepted
this is found in the events history tab and marks a chat event.
you send someone a file and they accepted.
again in history tab an incomming call that was either successfully accepted or that you decided to reject by hitting the red button.
in the hisory tab, this is an outgoing call that you made
this call was a call you did not pick up, but did not reject either... i.e. the caller hung up.
this appears in the main window besides a contact's name. this means they are offline but they have voicemail active.
this again is besides a contacts name and means they have call forwarding active
this will appear on the right hand side of a contacts name and means they have a webcam.