It's been easier in the past, when skype had a build-in export function for conversations.
But it should still not be that hard, conversations are stored in a sqlite-database.
You can find instructions about it here:
http://superuser.com/questions/93682/viewing-skype-chat-history

Maybe cedrickiefer has some additional clues.
He made this nice visualisation-project using skype data:
http://www.onformative.com/work/skype-visualization-2/