The two are very similar. "I go skating" - Implies that you are going to a specific place to skate. Tense could mean something that you are about to do, or something that you repeatedly do. "I skate" - Describing that you do skate (maybe that you have the skill), does not have implication of going somewhere to do it.

There is no difference, one is the infinitive (to skate) the other is a verbal noun (skating) both have the same meaning: I skate every weekend= I go skating every weekend, Do you like to skate ?= Do you like to go skating?

'Go skating' suggests that you go to a particular place for a recreational outing. 'What shall we do tomorrow? Go skating or go to the cinema?' 'Skate' refers to the skill itself. 'Adelina Sotnikova skated wonderfully at the 2014 Olympics.'