Skinwalker isn't just Navajo. The Navajo had Yeenaaldlooshii ('walks like an animal'), but the Mohawk Indians had a skinwalker they called limikkin. The Hopi had the Ya Ya. And across the sea, the Norse had hamfarir, and a bunch of extra names depending on the animal, like a bear "ber sarkur", or a wolf "ulfheðnar". And hundreds of other cultures has stories about people changing into animals.
The Navajo said that the skinwalker was a witch in animal form. A witch had to do something evil before they could become a skinwalker, but that didn't necessarily mean that they were dangerous while walking. Witches used their skinwalking powers for travel and escape. Some witches might have stolen their forms from other people or animals, rather than actually transforming themselves, but usually it was transformations just like the European werewolves.