Occasionally, you may see advertisements for other companies in Skype (if you're using the free version of Skype). Advertisements help keep Skype free for millions of users, and these advertisements will not disrupt your Skype experience in any way.
Skype is bundled with Windows as the default messaging platform just like iMessage for the Mac.
They also sell third party ads in Skype - their included messaging app. Can you imagine Apple selling ads in iMessage?