In the physical world, a person skips when he lifts both feet from the ground, in contrast with walking, in which one foot is always on the ground.
Spiritually, there is supernal ("dilug") skipping and earthly "skipping."
In the former, the divine beneficence does not descend normally from one level to the next (walking) but rather skips the middle levels and goes directly to the lowest level.
In this manner, the lower levels cannot attain the source of divine beneficence that reaches them, because any level can reach only the level immediately above it.
Earthly dilug is when a person does not merely proceed from one level to the next but rather skips the interim levels and arrives directly at the levels that are above and beyond.
For example, the difference between walking and skipping is like the difference between a tzaddik and a baal teshuvah.
Tzaddikim walk from one level to the next, whereas baalei teshuvah skip from the level of evil to a level that is beyond even that of the tzaddik.
–Rabbi Adin Steinsaltz
In Learning from the Tanya by Rabbi Adin Steinsaltz