You are opening the application Skim for the first time. Are you sure you want to open this application?
The application is in a folder named Applications. To see the application in the Finder without opening it, click Show Application.
The warnings are only shown when for example opening a PDF file that opens Skim, but not when opening Skim directly. They are also shown again after rebuilding the Launch Services database. The information about previously opened applications might be stored in
/var/folders/*/*/C/com.apple.LaunchServices-*.csstore, because it's modified when I allow opening an application.
defaults write com.apple.LaunchServices LSQuarantine -bool false only disables the dialogs shown when opening quarantined files.
xattr -dr com.apple.quarantine SomeApp.app or
sudo spctl --master-disable didn't seem to work either.