Dungeon Master's Guide, pg. 74, Running a Skill Challenge
Begin by describing the situation and defining the challenge itself is not all that different from running a combat encounter[....] You describe the environment, listen to the players' responses, let them make their skill checks, and narrate the results. The skill challenge description outlines the skills that are useful for the the challenge and the results of using them.
However, it also classifies skills as primary and secondary skills and the example in the DMG indicates secondary skill effects that clearly aren't meant to be known.
pg. 75, Informing the Players
You can't start a skill challenge until the PCs know their role in it, and that means giving them a couple skills to start with. It might be as simple as saying, "You'll use Athletics checks to scale the cliffs, but be aware that a failed check might dislodge some rocks on those climbing below you." If the PCs are trying to sneak into the Wizard's college, tell the players, "Your magical disguises, the Bluff skill, and knowledge of the academic aspects of magic -- Arcana, in other words -- will be key in this challenge."
Therefore I'm fairly certain the primary skills are the only ones you're supposed to share. Primary skills are the "obvious choices" for completing the challenge. Secondary skills are the exceptions and may only be used once per character (at most). Per the DMG, though, you should allow your players to use any skill (even one you hadn't listed in your writeup, though at a higher difficulty) provided they come up with a way to apply it.