Sadly, I can't find a way to change my Skype avatar using the Skype application on Windows 10. The only way I've found to change it is to use the Skype for Web website, which is currently in beta.
- Log into http://web.skype.com/.
- Click on your avatar at the top left.
- Click on the avatar picture at the center of the screen.
As far as Skype itself...? Uh.. I'll stick with Pidgin, thanks.