I think you'd be fine with a denim skirt on non-formal nights. I'm assuming that you don't mean a mini-skirt or skort :>). On our first cruise I took several denim dresses and wore them on non-formal nights. I also learned that it was way too hot to wear them on the next cruise! You probably won't have that problem with a skirt.
Have a great cruise-you'll be "hooked" after just one!