I heard about such a thing, but what is it?

There are two types of skilldamage. One is when you have around 1000 more losses than wins (as per this announcement). The other type is given as a stat of its own similar to attack or briskness, as you can see on the profile of players who are in possession of this stat such as Yoshi. If you lose a fight under either circumstance (lose a fight while hugely unbalanced on the losses side, or lose a fight to someone who has skilldamage stat) you will lose the same amount of stats that the other fighter won by fighting you.