There are so many beautiful skins available, a number of them for free and it is always a great feeling, applying a new one to your site. However, it might happen that the page refuses to load - due to specific prerequisites or other skinning issues.
To avoid a damage, I always suggest applying the skin to a test installation only and even here just to a single page, which might easily be fixed or deleted. However, I know, this doesn't sound sportive, and it is much more fun to see your whole production site in a new look. ;)
If you managed to break you site by installing an interfering skin, there are 2 options:
1. if you have file access to the site, go to portals/_default/skins or portals/#/skins (where # is your site id) and delete the skin folder
2. if you have access to the database, delete the default Skin and container from the PortalSettings table:
DELETE FROM PortalSettings WHERE SettingName IN ('DefaultAdminContainer', 'DefaultAdminSkin', 'DefaultPortalSkin', 'DefaultPortalContainer') AND PortalID = #
(where # is your portalID)
If you altered Default Skin in Host Settings, I suggest using method 1 above.