A skeptical character is very similar to a judgemental character. A skeptic is someone who is inclined to question or doubt all accepted opinions. Skeptical characters are bound to question everything about their own society, especially if something is wrong with that society. They can be seen in dystopian fiction doubting any “fact” that may feel wrong to them. They are the ones who tend to change things because you can’t change something in society without questioning it first.
Protagonists in dystopian fiction tend to be skeptic because they are the ones who doubt society. These characters are seen as good skeptics. There can be bad skeptics as well. People who doubt and question simple things like gravity or the fact the world is round rather than changing the world can end up halting all its progress instead.