Recently I got a friend request from a person I do not even know and of course he was not in my friends list (I mean the people I have accepted in my skype in order to chat or talk live) and he immediately called me. I didn't answer of course and I blocked him. I changed my privacy settings. But what security issues are there when accepting skype calls from people I do not know?
Theoretically it's possible to exploit Skype's VoIP feature to try to hack your device. Such exploits are relatively rare. In most cases this requires to know your OS precisely, as Skype has different clients (read applications) for different operating systems written in different programming languages which makes creation of universal exploits very difficult unless there's a common logical flaw in all the clients.
Usual phone fraud - this has nothing to do with Skype, as this affects real world normal phone calls and calls via other instant messengers such as WhatsApp, Telegram, etc.
That's pretty much it.