Concept

A skill challenge is a ruleset to formalise a party's objectives outside of combat. This might involve interrogation, tracking, getting into a locked dungeon, making sense of clues gathered or other things you wish to accomplish outside of combat. 

It works as following:

• The DM explains the current predicament, either forced upon the players by one of their actions or happenstance, or chosen to be engaged with by the players
• The players take turns picking one of their skills or abilities and explain in the narrative what they do an how this helps
• They roll with the relevant skill against a DC. This DC is dependant on the challenge and on how well the skill fits it. There usually is predetermined list of skills that are easier
• The party needs 2xPC wins before 1xPC fails
• Criticals count for two
• Repeat successful skills are more difficult 
• Repeat failed skills are easier