Microsoft wants to improve the performance and overall experience of Skype for its users, and its method for completing this achievement will be to source out help from the community of users for the Skype service, which seems like a pretty good place to start as they do know how Skype works, what they'd like to improve and what they don't want changed. For users to help the Skype team "shape" the future of the experience for themselves as well as all other users, they'll be allowing users to gain early access to stuff that won't be available to everyone else until the feature is rolled out in an update.
This shouldn't be too much of a surprise since these kinds of insider programs tend to include early access to features. According to Skype's blog post about the Skype Insiders community, those who participate will have early access to software, services, and improvements that are meant for the app down the road. They do not mention specifically what these software and services are, but that's likely due to the fact that there may not be any new services for insiders to test at the moment, which would seem logical given that they're just beginning to set up the Skype Insiders community.
In addition to being able to try out features early, those who are part of this new community will also be able to give early feedback on any of the changes they got to test out. Giving feedback on early access features is a pretty common practice for these sorts of programs, so users who do end up participating should certainly expect to give some detail as to how things worked, which in the end will result in an overall better experience for everyone, so the feedback is definitely an important factor. One thing worth noting is that to be able to test the features and changes early, you will have to sign up to be a part of the Skype Insiders Program. The process is not instant as Skype will send out an email within one business day that will have instructions on how to proceed on becoming a Skype Insider. Having said that, the email could show up relatively quickly too. Lastly, users can also make suggestions on what they would like to see added in future updates.