Scepticism is quite well described by this exert from Skeptic magazine:
What does it mean to be a skeptic? Some people believe that skepticism is rejection of new ideas, or worse, they confuse skeptic with cynic and think that skeptics are a bunch of grumpy curmudgeons unwilling to accept any claim that challenges the status quo. This is wrong.
Skepticism is a provisional approach to claims. It is the application of reason to any and all ideas—no sacred cows allowed. In other words, skepticism is a method, not a position.
Ideally, skeptics do not go into an investigation closed to the possibility that a phenomenon might be real or that a claim might be true. When we say we are skeptical, we mean that we must see compelling evidence before we believe. Skeptics are from Missouri, the "show me" state. When we hear a fantastic claim we say, "that's nice, prove it."...Modern skepticism is embodied in the scientific method, that involves gathering data to formulate and test naturalistic explanations for natural phenomena. A claim becomes factual when it is confirmed to such an extent it would be reasonable to offer temporary agreement.
But all facts in science are provisional and subject to challenge, and therefore skepticism is a method leading to provisional conclusions. Some claims, such as dowsing, ESP, and creationism, have been tested (and failed the tests) often enough that we can provisionally conclude that they are not valid.
Other claims, such theories concerning the origins and dissemination of language, gravity waves, or the diet of Tyrannosaurus Rex have been tested but results are inconclusive, so we continue formulating and testing hypotheses and theories until we can reach a less provisional conclusion.
Some useful links relating to scepticism: