Simply a shorter way of saying the word skeleton. Commonly said by players in many MMORPGs such as Runescape or Illarion where skeletons are one type of enemy available to combat. Plural form of the word is "skellies", but some players may use this type of spelling for the singular form of the word as well by saying "skellie".
Ben23: What happened to you? Did you die?
Zack_Dawg: I got killed by some skellies. One skelly itself was particularly strong.
Ben23: Tough luck. I've faced many a skellie in my time here, and they're tough, but you'll get through it.