Macedonia Square is the heart of Skopje, a place with a lot of history and activity. The square is surrounded by cafes, restaurants and a casino, making it a good spot to stroll around and enjoy the city.
The main attraction is the imposing equestrian statue in the center, clearly inspired by Alexander the Great (although they don't officially say so). The architecture mixes modern with neoclassical, giving it a unique feel, although some structures can seem a bit excessive.
It's a good place for photos and to feel the energy of Skopje, but it's not a must if you're looking for authenticity.