$\newcommand{\GLp}{\operatorname{GL}_n^+}$ $\newcommand{\SO}{\operatorname{SO}_n}$
Let $n>2$, and Let $A \in \GLp$ be an invertible real $n \times n$ matrix, which commutes with $\SO$.
Is it true that $A= \lambda Id$ for some $\lambda \in \mathbb{R}$ ?
An equivalent requirement is that $A$ commutes with every skew-symmetric matrix.
One direction is obtained by differentiating a path of orthogonal matrices starting at the identity. The converse implication comes from the fact that every element of $\SO$ equals to $\exp(M)$ for some skew-symmetric $M$.
Note that if we assume that $A \in \SO$, then the answer is positive: we must have $A=\pm Id$ .