To set skins for new notes, you must go to Notezilla Preferences and choose "Note" tab to set default skin. After you set default skin, new notes will be created using that skin. To access Notezilla 's Preferences, right click on Notezilla icon and choose Preferences from the menu.
To change skin of a particular note, left click on top left button of a sticky note and choose Skin->(skin name) from the menu.
Watch this video for more clarity:
To change skins of multiple notes, go to Notes Browser, select multiple notes using CTRL key from the top notes list, right click and change the skin.