Alexa Skills are voice-driven apps for the Alexa.
Users use Skills to check the news, listen to music/podcasts, play games, order forms, control cloud-connected devices, and more. There are tens of thousands of skills in the Skill Store. Skills can be used on Alexa-enabled devices (Amazon FireTV, Echo) and on Alexa-enabled devices built by other manufacturers. You can also create your own Skills.
You can read more about Alexa Skills here.