Suppose I want to show that "$\forall x\exists yP(x, y)$" is equivalent to "$\exists F\forall x P(x, F(x))$". One direction (from right to left) is trivial; in the other direction, I use choice to define $F$ (for each $x$ I need to "choose" some appropriate $y$ to be $F(x)$, and if there are lots of $x$s and no easy way to describe appropriate $y$s, this is something I might need choice for). So the intuition should be that choice might be needed to show that the Skolem function exists.
And in fact this is correct, in the strongest possible way: the axiom of choice is Skolemization!
Clearly choice lets you Skolemize, so it's the other direction that's interesting. Suppose I have a family $\{A_i: i\in I\}$ of nonempty sets. The axiom of choice tells me that a choice function exists - that is, a map taking each $i\in I$ to some $a_i\in A_i$.
Now let's think about those two sentences:
Saying "each $A_i$ is nonempty" is just "For all $x$, there is some $y$ such that $y\in A_x$."
But saying "there is a choice function" is just "There is some $f$ such that for all $x$, $f(x)\in A_x$."
The axiom of choice goes from the nonemptiness statement to the function statement - and this is exactly Skolemization.