I'm aware of hidden emoticons of skype, but I'd like to create my own emoticon.
Is that possible to do? If so, how can I do that? Is there any tool for that?
No, I'm afraid that's not possible read this thread.
An exerpt of the same thread, which is a reply from Skype's Staff.
Here is another article for your reference.
This is pretty weak. Mac users are allowed to modify their Skype emoticons.
1.Right click the Skype application and choose "Package Contents." Go to "Resources/Emoticons."
2.Add your picture to the animated emoticon set folder or the emoticon set folder. In the animated folder you must save the file as a .gif, in the emoticon folder as .png.
3.Open "emoticons.plist" with the property editor.
4.Add an entry fpr for your smiley. Name the object as the file name with .gif in the animated folder and .png in the regular folder. Add the strings that you want to appear as the smiley and array the name equivalents.
5.Create a boolena and name it hidden. If you have difficulty with the programming aspect you can check the entries of the other smileys for examples.
6.Save and relaunch Skype.