Each hero features unique skins that can be collected and used to make your hero look different from the crowd. You can open the list of skins for a hero in your Hero Selection.
All skins except the basic skins are locked by default. To unlock a skin, you need to collect a certain number of fragments for that skin. You can find those fragments by sending heroes on quests. Until you have found the first fragment for a certain skin, the skin is completely locked.
After finding the first fragment you can see how many fragments you need to complete the skin. Now you also have the options to invest Runes to buy fragments and complete the skin faster.
Skins come in four different categories: Basic, Advanced, Elite and Ultimate. The higher the category of a skin the more extravagant it looks and harder it is to complete.