Just as with any email program, other file transfer/sent programs or files you download directly from the internet, you should be careful when accepting files from other parties. We highly recommend that you use an up-to-date antivirus software to scan all incoming files, even from people that you know.
All files sent using Skype are encrypted end-to-end just like Skype-to-Skype calls. This is to protect your privacy when transferring information over the internet and ensures that only you and your contact will be able to view the file.
There is no limit to the size or number of the files you can send or receive using Skype, and if you lose internet connectivity during a file transfer, the transfer will automatically continue after the connection is re-established, even if one or both sides go offline for a while.