If you're experiencing a bug with the latest version of Skype for Windows, version 22.214.171.124, that causes your messages to be displayed out of order, you're not alone. A community manager on the Skype forums has acknowledged that this is a known bug in the latest version, and the only workaround for now is to downgrade to a previous version. From Claudis on the Skype forums:
This is unfortunately a known problem for some users of Skype for Windows with the very latest version 126.96.36.199 - As a temporary workaround while we are working on an updated version with a fix please download and install the previous version here: http://download.skype.com/msi/SkypeSetup_188.8.131.52.msi
This is quite the annoying bug if you've experienced it, and it's pretty unfortunate that the only fix for now is to downgrade. Hopefully Microsoft is able to patch this up and ship out a fix soon, but for now, it looks like installing a previous version is your only solution.