Donít skip a line OR
Donít skip line.
Which one is correct?
If it is an instruction to students, 'skip a line' or 'skip line'?
More context is really needed.
Don't skip a line
On the other hand if you are giving instructions to omit a line, "Skip line" is understandable: say you are instructing students to copy out something and you want them to omit the next line - it would be quite usual to say either "skip the next line" or "skip line following " or just "skip line and go on".
Is 'Skip line' equivalent to 'write on alternate line'?
It might be - as I say, it depends on the context of use.
If your students are writing on lined paper, and you want them to write leaving one line blank, then "Skip line" is a possible instruction.