If your friend knew you liked skulls and/or their meaning, then it is an appropriate gift. But if the gift reflects THEIR beliefs or faith, then it is not appropriate for them to give it to you. The idea of gift giving is to give something you need, or would like.
Recently, I thought it was nice of my stepdaughter to give me a silver cross with shiny stones in it, when I know she has no connection with the religious meaning of the cross and I do.
Now that you have it, you will probably question which you should do, give it back and request something more to your liking or--------put it in a draw and eventually give it to Goodwill or conveniently lose it. Good luck. Only you know the personality of the giver and whether she would take offense.
I have no real answer to the problem. But I don't understand why someone wants to wear something that clearly is connected with the decomposed remains of a dead person.
Reminds me that my daughter in law's mother gave our 9 year old granddaughter a beautiful pink and black outfit for her birthday and all over the top was,,,,,,yup, you got it,,,,,skulls. This woman goes to my church, which is a similar church where my son's family goes. This little girl doesn't live in the inner city surrounded by punk/goth types and neither does the grandmother. I saw the look that my son flashed to his wife. LOL, It was like, "WHAT WAS SHE THINKING?" I'm sure that outfit never saw the light of day again.