As a rule, this error message has nothing to do with your Internet connection, but indicates an issue with reaching the destination phone.
When making calls from Skype Dial Pad, whatever Caller ID was set in Skype is used for calls from Skype Dial Pad. Missing or not acceptable Caller ID might result in call being rejected by the destination phone's provider.
You can check your Caller ID from Calling Settings in the dial pad.
Unfortunately, not right much you can do if the issue is caused by Caller ID settings. The option to add or change Caller ID was disabled in May this year when Skype application was discontinued.