A skewer is when a high-value piece is attacked, but moving it out of the way leaves an undefended piece of a lesser value open to being captured. In other words, it's the opposite of a pin.
In this case, Qa8+ attacks the king and forces it to move, which in turn leaves the rook hanging.
Example where the piece being skewered is the king:
Example where the piece being skewered is not the king:
I was reviewing my game and it said I overlooked an opportunity to win a room through a skewer. I have no idea what that is so can someone explain it to me?