I see Skolem's paradox as only paradoxical to the extent that I expect our understanding of reality to be objective and absolute. The corollary of this arguably chauvinistic [this usage is kind of inflammatory but it fits to what I'm thinking/feeling] view is that "subsets" of said reality can be understood, by extension, in much the same way the larger reality is understood.
I'll elaborate with an example. Take the usual topology of the unit square with no boundary. Topologically this is isomorphic to R^2 even as it is a subset of R^2 itself! [I need more examples here. It kind of gets in the way of the analogy that the unit square is isomorphic to R^2 itself. I would've wanted it to have its own "life" to drive the point home]
Containment and subsets
Containment, in the various contexts in which we use it, is rather nominal, often one-dimensional, superficial. Imagine the imprisoned philosopher: the body is bound, but the mind cannot be.
[This is super verbose but whatever] We are tempted into a notion of a hierarchy, that things which "contain" other things are "above" the things which are "contained". But now we are shown that when we make the "ruler" itself smaller along with the space, we get complexity that may not only be lateral to the larger space, but even more complex, and the notion dissolves. We like to use the phrase "dumb as a rock", imagining that the rock has very simplistic, if any, thoughts. However, this rock, which in our understanding of the world is a static, relatively uninteresting object, lives as rich an inner life as any human being. We can understand this from our current understanding as follows: to take the perspective of the rock, we begin as humans, then slowly "limit" our concepts, make our ruler smaller, our thoughts simpler. In other words: become dumber. The dumber we become, the more profound everything else is. Once we have "become the rock", the critical realization is this: "dumber" is a relative term. In fact, we only see that we have become "dumber" because we are stuck in the frame of our own human minds, not the rock's, and that we have not really "become the rock". We are drawing an arbitrary mapping between the rock's mind to ours, measuring its experience only in terms of ours. But the rock's experience, as unknowable as it is, is just as profound and valid as ours, incomparably so until we decide to draw arbitrary comparisons. Not to say that drawing comparisons isn't fun, but we should recognize our experiences for what they are: experiences. When measuring other experiences against our own, we should not be surprised when we get strange results, or even when the other experience deigns to measure ours against theirs. For surprise comes from the incorrect expectation that other experiencers measure themselves against our own as well, which will almost never be the case. It's prudent of us, then, to consider when we might err in this way, not only as it relates to the cardinality of sets but even more mundane things (mundane, from the perspective of one who finds counting stuff to be interesting).
Looking beyond the sensors
Whenever I feel I know something, or have some hunch, I like to short-circuit it by thinking of myself as a being with unreliable sensors. I certainly feel that it's paradoxical that a countable model of set theory includes an uncountable set. But what exactly do we mean by countability? What image-based ideas and analogies have we attached to the formal notion of countability, what experiences do we have as children that model these ideas [Here, I'm thinking about how we count as kids. Think Sesame Street] ? For another: I certainly feel that it's warmer in this room -- but what else besides actual temperature might be causing me to feel that way?
Looking upon a "countable" universe from an "uncountable" one, we cannot imagine that living within such a universe, we could speak of the uncountable. Ernst Zermelo, for at least a decade and a half, refused to acknowledge countable models of set theory, even citing Skolem's work as an intrusion of relativism in mathematics in a note titled "Relativism in Set Theory and the So-Called Theorem of Skolem" in 1937. Yet the rest of the mathematical community moved forward, forced to re-evaluate its thinking around countability and uncountability. In the language of the sensors analogy above, Zermelo represents someone who lives in the world their sensors show them -- a first-order world of seeming objectivity.
In this "deconstruction" of countability, it might help to think about the original, natural notion of counting itself. Why do we define countability the way we do, and how does it originate from our physical experiences? Mathematics as a formal system need not be beholden to any human's "objective" mental model of reality. As it were, countability vs uncountability isn't just grains of sand vs water anymore. By letting go and reckoning with the superficiality of our own understanding, we seem to gain a kind of clarity akin to what Plato's subjects in his Allegory might have gained.*
Category theory : mathematical ideas :: mathematics : reality
[Need a better heading here. Concept is that category theory deals with ideas, the "stuff of isomorphism" which is shared by things that are isomorphic to each other, which lends itself to the Platonic idea of.... well, Ideas/Forms, which correspond to the "stuff of isomorphism", and everything else just being a representor/flawed manifestation/implementation of such. The thing is, mathematics already does this for reality, so there's two levels here. categories -> rest of math -> reality]
Set theory likes to talk about sets properly containing other sets. In category theory, the picture is different: there are two objects in their own right, and we choose to relate one to the other with some monomorphism, or from the set perspective, an inclusion map of underlying sets. In set-based mathematics we might say that as sets, although one is contained in the other, there is structure that is not necessarily contained, and thus the inclusion map doesn't imply much about the relationship between these two structures. However, from the categorical perspective, none of this needs to be said in the first place -- these are two separate objects to begin with, and arbitrarily mapping one to the other isn't necessarily profound or meaningful. Category theory treats the structure of objects as first-class citizens, their innate nature which they share with other objects of the same isomorphic type. Rather, category theory doesn't even treat them as separate objects to begin with, seemingly directly dealing with the "central spirit" of things rather than how they are implemented. To take it back to reality: it doesn't matter, in the end, how something is implemented. One object can be "inside" of another object, like a pebble, which is a portion of our world, yet still as equally complex. Or it can even be the same "thing" implemented in two different media, like waves of sound or electromagnetic fields (or even our own reality -- implemented as a simulation or not). The important thing is the "idea" of it, what Plato called Forms.
*Sort of a bastardized verison of Plato's Allegory of the Cave can be made with Zermelo as the tied prisoner, believing the world ought to be like the shadows made on the cave wall, that this was "objectivity". If Zermelo were to be freed, he would see that the "smaller" set-theoretic universes he saw (and hence, rejected the existence of) were only projected shadows of what are perfect Forms in their own right, only seeming small from his limited perspective, not by virtue of the Forms themselves.
Note on usage: Forms = Ideas here.