Machine Learning for Kids uses your Watson Assistant credentials to create and use machine learning models through the simplified child-friendly interface.
But the Watson Assistant service also has its own web user interface, intended for developers.
That message means someone has gone to the Watson Assistant web user interface and created a new "skill" (what Watson calls the projects that contain the machine learning models).
It's totally fine to do that.
The only impact is that it reduces the number of machine learning models you'll be able to create in Machine Learning for Kids by one. This is because the limit on what you can use an API key for is enforced by Watson Assistant, not by me - and they just count the number of workspaces you have, irregardless of whether they were created from Machine Learning for Kids or from the Watson Assistant user interface.