Darkness over Oscadius
Encounters are the individual scenes in the larger story of your adventure. Roughly speaking they may be combat, problem solving or social based. They often have one or more objectives as well as some connection to the overarching story, hopefully, building on the encounters that precede it while foreshadowing encounters yet to come.
A skill challenge is just another type of encounter with its own set of mechanics and rules that rely on skills to drive the narrative of the adventure forward.