Skins are beside of the username the only way to customize your snake. They are locked by default and must be unlocked first to be playable. But unlocking them is very easy. The only thing you have to do is to click on one of the share buttons on the bottom left. You don't even have to share them. After clicking on the button you can make use of the back-button of your browser to return to the game. And voila! They are unlocked.
UPDATE: New skins arrived! Look at the bottom of the list!
Here ist a list of all available skins: