Submodules are similar to code links in repositories. Think of them as a pointer to another repo.
It is important to understand that when you take out the submodule, there is a local copy of the submodule repo on your disk, and if there are any intentional / unintentional changes in the submodules, you are asked about the above invitation.
To answer your question: If you click the skip button, only the changes in your repo will be skip and the submodule will be deleted. This can make your code unstable if you rely on these changes in the submodules.
If you click commit your changes to the submodule will also be committed.
As a rule, it is recommended that you make any changes to the submodules individually and extract these changes from your repo. If submodules are heavily used, I would recommend using the git dependency manager or subtree to reference it.

Kunal balani
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