I figured I'd post this to help anyone else with the problem. In Windows 7 if I have Opera set as default browser any links I click on in a Skype conversation will pop an error in Skype instead of opening in Opera. Long goose chase short what I found out was that because of the odd way Opera puts itself in the registry making it default doesn't actually default all protocols to it. So two key ones miss out, HTTP and HTTPS, which can be seen in the Control Panel->Default Programs->Set Associations section. You can change them to FireFox, IE, or Chrome, but Opera doesn't appear as an option because of that registry oddity I mentioned earlier.
So here's what you can do. Mark HTTP and HTTPS as opening in Chrome then copy the files from the Opera Launcher directory in C:\Users_username_\AppData\Local\Programs\Opera\launcher.exe to the Chrome directory in your Program Files. Then rename the Chrome executable as ChromeB or somesuch. Then rename the launcher.exe file to chrome which will trick the computer into opening your skype link (or any http/https link) in Opera instead of getting errors.
Or Opera could fix their registry entries just saying.