Have you ever logged into Skype on a PC different to that you normally use and have either forgotten to log out or worse, logged out but asked Skype to "remember you"?
Skype allows the same user to be logged in concurrently on more than 1 PC meaning someone may be reading all your Skype chats as they happen with no way of you knowing who may be "listening" in. The only way to prevent this is to change your Skype password immediately as Skype regularly polls for authentication and will fail on any machine not logged in with the new password, problem solved!