Sweaty skins in Fortnite are the skins that "sweaty" players use. The word "sweaty" here means players that are good and try hard in the game. The word sweaty has been used for awhile in the gaming communities as well as other more juvenile communities. It's a derogatory word meant to poke fun at people who others think are putting in too much effort into an activity.
It plays at the idea of someone being sweaty in an environment they shouldn't be. Someone trying very hard in dodgeball during gym class might be called "sweaty" by someone else. Or, in this case, someone playing Fortnite casually might call someone giving 100% in the same game "sweaty."
Sweaty Skins in Fortnite: What Are they?
Most of the time, these "sweaty" players are using unassuming, non-threatening looking skins. Soccer skins are very common, players using no skin are common, skins that require a lot of effort to get tend to have sweaty players using them.
"Sweaty" players want to let their play do the talking. They don't want a flashy skin to distract them or those watching from their gameplay. This is why you'll rarely see high level Fortnite pros playing with distracting skins with bright colors. You'd rather have simple skins and flashy gameplay than flashy skins and simple gameplay.