Skylights are lined with flashing beneath the shingles to help keep the water out of your home. Like any material, overtime the flashing may break down, or maybe the caulking that seals the flashing has worked its way loose in the freeze/thaw cycle. Usually all that is required to fix this is to reseal or recaulk the flashing. It could be that the frame of your skylight has been damaged. This can happen over time, particularly if you live in a freeze/thaw area or have had work down in the vicinity of the skylight. Often repair is simple; a bead of silicone caulk is run around the frame to seal it up and stop any new leaks from forming.