I don't have a skylight now but have had, in another house,in the past. Skylights are great if you have a dark area in your house that needs brightening up during the day. That's about the only advantage I can think of.
Now for the disadvantages: sun streaming in all day will increase the temperature in your house and you will run your AC more. Noisier in the rain. They lose heat in the winter. They can leak due to poor installation or age. Fabrics (carpet, upholstery) can fade due to direct sunlight. Cost of installation.
I don't want to put you off getting one...just weigh the pros and cons before making your decision. Personally I would never get one again.