It is very safe. They (or you) can set each Skype account so that they can only be contacted by people in their contact list.
With headphones they can talk to each other, or they can use it as an instant messenger with several friends joining in at once.
For extra security, they should set up their accounts with nicknames, not their real names. They should put as little info as possible for public display.
if it's on the net ... it's not safe ... there is no such thing ... but then neither is going to the shop ... or crossing the road
or as has been said ... using a mobile
the only reasonable level of security is mum, dad or granny sitting in earshot ... or watching them
but then these days ... that infringes their human rights