Skype is not a java application. Skype is an application programmed by the creators of kazaa in C++ and compiled for Microsoft Windows. It has since been purchased by microsoft and they have ported it to various other OSes including (but not limited to) Linux, Mac OSX, iOS, Android, Blackberry, Windows Phone, and Windows RT.
A java applications runs inside a "virtual machine" on your computer, whereas skype is compiled to native code that your computer executes and does not run in a Virtual Machine.
This is a very simplified explanation of Java vs non-java because other languages (such as the C++ Skype is developed in) can also run in a virtual machine and java can also be native compiled. But that starts to get icky to deal with and does not happen in the majority of cases.
Skype is a Java application. This is because it uses a voice over IP service can be downloaded into your device just as Java application can. Skype also allows people to communicate by using voice or instant messaging over the internet. Find out more details at http://www.skype.com/en/what-is-skype/.