A person with low self esteem might suffer further when you tell him that he's social skills are crap.

Speaking only for myself, I was not unaware that I had poor social skills. I was unable to locate anyone who was willing and capable of helping me acquire better social skills.

For those in a similar position, I'd recommend Tony Attwood's books on developing social skills - it's targeted at those with Asperger's, but if you really feel lost figuring out what's going on in social situations, the books can provide a foundation to work with.

Sometimes it's even more helpful to focus on making a person feel loved than to give them suggestions about how to change.

People don't always necessarily want to make personal changes that would improve their social functioning because making personal changes is very anxiety provoking. Pushing them to change when they aren't ready is counter-productive and unsupportive. But if someone wants to change, there is no conflict between being supportive and giving constructive criticism.

If you don't have much social skills than you probably don't have much friends. You also unwilling to ask them for social skill advice because you are afraid that you might lose status by asking the question.

You raise a good point. But one label for a friend who is unwilling (as opposed to unable) to provide basic useful social feedback when asked is: acquaintance-one-spends-a-lot-of-time-with-who-is-not-really-your-friend. Of course, not everyone has given enough thought to social norms to be able make insightful points. But it is an important social insight to learn that worrying about your status with people who don't care about your happiness is not itself happiness creating.

Also, not my downvote - you are right that the issue is difficult to address, even if I disagree with you about how approachable it is.