Usually said ironically after something godawful happens in a game that is outside player control. Alternatively, when a player is doing something obviously incorrectly and blames the game, that is unironically a skill issue.
"man, I keep getting rolled by awful RNG"
"seems like a skill issue" -Ironic
"My opponents keep playing 1e4 in my chess games, it's the best move and so I can't win unless they blunder"
"that is most definitely a skill issue, my dude" -unironic
"Skill issue" is something people say to someone when they complain about something out of their control, mainly in video-games.
Don't say this if you don't want to be annoying. Most people who say this are young teenage boys trying to be funny, but fun fact; it's not after saying it 50 times.
The origin (I think) is from a line in Overwatch where D.Va, a character in the game, says, "It's a skill issue" after eliminating someone.
1:"Why are you guys 1v4ing me i'm a beginner in this game"