To avoid this threat and others like it, don’t click on random links you receive on Skype. You’ll be doing yourself a favor, helping stop the spread of malware, and ensuring criminals get a smaller pay day.
At least it’s just bitcoin mining and not stealing credentials. This is why I always have three performance monitors on my dashboard; CPU usage, bandwidth, and memory. With this piece of malware you would immediately see a problem because the CPU monitor shouldn’t be full of color. Then simply take the PC offline and do some investigation or bring it to someone. On Windows machines there’s Perfmon to look at these performance monitors. Just like a car has its fuel and temperature guages, computer users would be far more secure getting used to performance monitor guages. I often wonder why distributors don’t display these somewhere as a default option much like they have for the clock.