There are many reasons to incorporate Skylights into a building. The spectrum of daylight is much broader than can be achieved by any form of electrical lighting. This means that the light looks better and renders colours better than electrical light.
Skylighting is useful for economic reasons as well as psychological reasons. Energy can be saved by actively using light from Skylights and reducing the amount of electricity needed to provide light.
By allowing daylight into the interior, people will feel more of a connection with the external elements. It feels more natural when people can see what the weather looks like outside, or get some idea as to how outside conditions change throughout the day.