Here's another proof, avoiding use of eigenvalues/eigenvectors:
Let $A$ be a skew-symmetric matrix, and consider the alternating bilinear form $$B(v,w) := \langle Av, w \rangle = -\langle v, Aw \rangle$$ where $\langle \cdot, \cdot \rangle$ is the standard inner product on $\mathbb{R}^n$. Let $W := \text{Im}(A)$ and let $P: \mathbb{R}^n \to W$ denote the orthogonal projection.
For any nonzero $w = Au \in W$, note that $$B(Pu, w) = B(u,w) = \langle w, w \rangle > 0$$ where we have used that $B(u-Pu, w) = 0$ since $u-Pu \in W^{\perp}$. Thus, the restriction of $B$ to $W$ is nondegenerate. It follows that $\text{rank}(A) = \dim(W)$ is even, since the matrix of $B\vert_{W}$ is skew-symmetric with nonzero determinant (and any odd-dimensional skew-symmetric matrix has determinant zero).