I made mine with the skin on because that's what the recipe in the original post called for. I froze my bananas for a few days before I made the wine and the skin was black, but the fruit inside was still golden yellow. There weren't any off flavors from the black skins when I tasted the must before pitching or when I tasted it when transferring to secondary. So, I don't think there are any bad effects from leaving the skin on.
Long story short, Beer.