For the last 3 weeks a large number of users have been reporting spoofed messages being sent from their Skype accounts or receiving such messages. The messages are generally very short and contain shortened links to websites based in Russia possibly hosting malicious code.
My Skype account has not been affected by this issue but as a precaution I have changed my password. I will continue to monitor this issue and will update this post should any further recommendations be provided by Skype.
Update: 6th August 2015:
Sorry for not updating this post sooner. Skype has concluded their investigation of this issue. They have determined that user login credentials were obtained possibly using phishing attacks or when the credentials used to login into other online accounts match the credentials used for Skype.
Please find a full explanation and appropriate recommendations from Skype within the first post of this Skype forum thread. As before my account was not affected by this issue but I did change my password (as mentioned above) when this issue was first highlighted.
Update: 9th Sept 2015: Malwarebytes provides further information on this issue within their blog post.