Hello, and welcome to the forums!
I have a few questions before we get started.
1. Was it a random person who had sent you the link? What had they said or was it just the link?
2. What OS do you use?
3. Is anything odd happening to your computer? (Ex. CPU usage spikes or Random files appearing on Desktop)
4. Has your Skype asked for any privileges since clicking the link? Has your account done anything weird since clicking the link?
So far I can guess that it may have been an IP grabber, Keylogger download, malware link, or something to steal Skype info.
Please answer these questions and I'll be glad to help you further.