WiFi devices connect to a cell tower or a WiFi enabled router on your computer. For you computer/router, there is a page on the router that displays All Connected Devices - - ergo, login to the router and view the page. This will allow you to know if your Skype sessions could be monitored.

However, if you find a device that you do not recognize, then it is likely that you did not enable encryption & a pass-phrase to control access to your router. With encryption, you should never find an unknown device.

For cell phone encryption see this blog