Message delivery failures are issued by the recipients' carrier, and then forwarded to Skype. Check the recipients phone number, verify that you have enough Skype credit, and then try sending the message again.
If you’re sending a text to someone located in the USA, only the following carriers support receiving Skype SMS text messages: Alltel, AT&T, Cellular One Dobson, Cellular South, Centennial, Cincinnati Bell, Nextel, Ntelos, Sprint, T-Mobile, Unicel, U.S. Cellular®, Verizon Wireless, Virgin Mobile USA.