If you mean "what precisely do I mean when I say I am a approaching LessWrong skeptically", I mean that I will be reading carefully through articles on LessWrong, looking for potential flaws and failings, and generally maintaining a high degree of doubt over anything said or implied.
This is generally referred to around here as "maintaining good epistemic hygiene", and it's considered a fairly normal practice. There's no particular need to give it a special name like "skepticism", especially when that word already has a philosophical meaning.
Moreover, if you come onto any website (not just LessWrong) and say something like "I am here in a position of scepticism about the claims and projects this site wishes to advance," naturally people will think you are referring to specific claims. If they then ask you which claims you are referring to, and you say "I don't know," it's only expected that people will react with confusion and (probably) will not warm up all that much to you. It's almost like a sort of bait-and-switch; you start off (seemingly) claiming one thing (either explicitly or implicitly) and then reveal that you were talking about something else all along. We have a name for that on this site as well: logical rudeness.
I have to add that this welcoming thread isn't very welcoming.
In general, saying (or implying, at least) in your first comment on a new site you are joining that you disagree with many of its claims is not likely to lead to welcoming responses. This is not because residents are trying to be unpleasant; rather, it is because they are simply following the flow of the conversation. Consider the following exchange:
A: I am new here, and I am skeptical of many of the claims this site has to offer.
B: Welcome!
B's response is something of a nonsequitur, and in fact does not address what most people would perceive to be the meat of A's comment: that A is skeptical of many of the claims this site has to offer. More realistic would be the following conversation:
A: I am new here, and I am skeptical of many of the claims this site has to offer.
B: Really? Which claims in particular did you have in mind?
And if you look closely at the first two comments in this thread, you'll see that this is exactly what happened. Nothing hostile going on. If A then goes on to reply "I don't know", well, then people might start to find A's position slightly strange. But there's no "unwelcoming" vibe going on here, I don't think.
(But since you are correct that no one actually welcomed you, let me be the first: Welcome to LessWrong!)
I am aware of the philosophical meaning. If you don't mind, I'd prefer to just use regular terminology rather than your site-specific terminology. I've been around the block of debating sites, and none of them have gotten so defensive when I've simply stating I'm approaching their claims skeptically. Stating you wish to approach something skeptically without stating exactly what you are approaching seems sensible to me.
Also, it seems rather silly to me that your response to me effectively saying "I feel unwelcome" is "Every reply has been legitimate!!!!". I didn't say anyone had been unreasonable, I just said I feel unwelcome. And your reply certainly hasn't changed that.
A few notes about the site mechanics
A few notes about the community
If English is not your first language, don't let that make you afraid to post or comment. You can get English help on Discussion- or Main-level posts by sending a PM to one of the following users (use the "send message" link on the upper right of their user page). Either put the text of the post in the PM, or just say that you'd like English help and you'll get a response with an email address.
* Normal_Anomaly
* Randaly
* shokwave
* Barry Cotter
A note for theists: you will find the Less Wrong community to be predominantly atheist, though not completely so, and most of us are genuinely respectful of religious people who keep the usual community norms. It's worth saying that we might think religion is off-topic in some places where you think it's on-topic, so be thoughtful about where and how you start explicitly talking about it; some of us are happy to talk about religion, some of us aren't interested. Bear in mind that many of us really, truly have given full consideration to theistic claims and found them to be false, so starting with the most common arguments is pretty likely just to annoy people. Anyhow, it's absolutely OK to mention that you're religious in your welcome post and to invite a discussion there.
A list of some posts that are pretty awesome
I recommend the major sequences to everybody, but I realize how daunting they look at first. So for purposes of immediate gratification, the following posts are particularly interesting/illuminating/provocative and don't require any previous reading:
More suggestions are welcome! Or just check out the top-rated posts from the history of Less Wrong. Most posts at +50 or more are well worth your time.
Welcome to Less Wrong, and we look forward to hearing from you throughout the site!
Once a post gets over 500 comments, the site stops showing them all by default. If this post has 500 comments and you have 20 karma, please do start the next welcome post; a new post is a good perennial way to encourage newcomers and lurkers to introduce themselves. (Step-by-step, foolproof instructions here; takes <180seconds.)
If there's anything I should add or update on this post (especially broken links), please send me a private message—I may not notice a comment on the post.
Finally, a big thank you to everyone that helped write this post via its predecessors!