To skip the game simply click on the pause button at the upper left corner of the game...
... and click in on the skip button on the new window.
Why won't CogniFit personalized brain training let you move on and train with other games? CogniFit’s revolutionary technology automatically selects the training tasks to provide you with an optimal brain training regimen based on your ongoing performance and your cognitive needs. You cannot select the brain games during your training sessions. Indeed, people tend to do things they are comfortable with because they are good at them. So they naturally avoid the most challenging brain games. Thus, even if you skip a game you will have to complete again the exact same training session.