Previously Microsoft stated that they will be bringing Cortana to skype to provide the in-chat assistant. This means that Cortana will pop up and suggest you suitable replies and help you in tasks like quick search, setting up reminder and more. Not only you can use it in 1on1 chat but also in group chats. Cortana is also there as a contact to have fun with like Google Assistant in Allo.
The roll-out starts today in both Android and iOS. However, it’s currently the US only and no information on availability for the desktop client.