The codex on Skyhold explains that it has been previously occupied, repeatedly. Which begs the question, why did they leave? Strangely enough I kept having a dream about Skyhold in which there was something rather nasty underneath it. It is rather remote so you would imagine that may be people got tired of hauling supplies up there or enemies simply cut their supply lines, something that apparently Cory and his Venatori never thought of. Until we defeated the barbarians at the Fallow Mire and then opened a way through the mountains, the only way to get from there to Orlais or Ferelden (depending on which side of the mountains you think it is) would be to go down to the plain and then round by the coast, so not much use as an outpost for either side since their forces would still have to travel by the usual route.
The name is a translation of the elvish, which meant literally the place which holds up the sky. I think Skyhold may have had more religious than military significance to the original elven builders and the codex suggests that it was humans that subsequently raised the keep on their ruins, thus giving it a degree of magical protection. After all Cullen sleeps in a room with half the roof missing, yet no sign of snow on his bed.
I wonder if the elvish translation should really have been "the place which holds back the veil", since tearing a hole in the veil opens up a rift in the sky. The codex says the veil is very old here, which is odd as it suggests that the veil had differing ages, so again may be it hints that the veil had its origins there. In which case Solas would definitely know about it considering he seems aware of a time when possibly there was no veil. In any case he is fascinated with anything concerning the Fade and no doubt his friend the spirit of wisdom could have told him about Skyhold.