I think people have different ideas of what skill they are thinking about. For example, to play as the Ice Climbers, if you don't master the chaingrabs, chances are you are not going to do well. However they take a different type of skill than say... Poke'mon Trainer. He requires a lot of tactical skill and deciding how to perform in each matchup and how to manage each Poke'mon, decision making and stuff. Sonic has a lot of tools he can use for mind games and requires some quick thinking in order to punish what he needs to.
Mario is a tool box character, same with Link, who has to pick through a whole lot of tools to decide which is best for "x" situation, they both have a whole ton of options to choose from in different situations, however the options they have just arn't as effective as Metaknight. Marth and Donkey Kong are kind of similar in the way that as player who is already very skilled at the game could pick them up and start doing well. However, if a bad player picked up Marth or Donkey Kong, he would probably be ***** even harder than before he picked up Marth or DK despite being fairly good characters. Marth requires great spacing to bring out how good of a character he is, while DK is a good character who can just be exploited to no end if the player doesn't know how to work with his weaknesses so they can play well with DK. The mistake people are making with Marth is that he requires a lot of skill to play, but the same skill is used for other characters. The difference is that Marth magnifies skill and gets punished harder for having a lack of skill.
Other people are saying that the lower a character is on the tier list, the more skill they take to play. It looks like it's being confused with a learning curve. At normal levels of play, Diddy Kong won't be doing well if the player doesn't know how to manage his bananas, while I wouldn't be suprised if someone like Shiek went even with that player even if they were at the same level of skill. However, once the Diddy Kong learns how to rake in the benefits of the bananas, he will probably be doing better than the Shiek player. After that the Shiek player would have to have a good amount more skill to beat the Diddy player.