I know the basics definition of the unitary, skew-symmetric and invertible matrix but still, I'm not able to prove this statement,
Note: computation is over a field of char $3$.
prove that if $X$ is skew-symmetric matrix of order $n$ and$(X^2+I_n)$ is non-singular then $(iX+I_n)^{-1} +I_n$ is a unitary matrix. Unitary matrix means $UU^T=I$ besides $UU^*=I$.
Any help would be appreciated.
Your question is hard to understand. I suppose that you mean, if $X\in M_n(\mathbb Z_3)$ is skew-symmetric, $X^2+I$ is nonsingular and $i$ is a square root of $-1$ in the algebraic closure of $\mathbb Z_3$, then $$ U=(iX+I)^{-1}+I\in M_n(\mathbb Z_3[i]) $$ is unitary in the sense that $U^\ast U=I$.
This is true only if $X=0$.
Note that $U^\ast=\left[(iX+I)^{-1}+I\right]^\ast=(-iX^T+I)^{-1}+I=(iX+I)^{-1}+I=U$. Thus \begin{align} U^\ast U-I &=U^2-I\\ &=\left[(iX+I)^{-1}+I\right]^2-I\\ &=(iX+I)^{-2}+2(iX+I)^{-1}\\ &=(iX+I)^{-2}-(iX+I)^{-1}\\ &=(iX+I)^{-1}\left[(iX+I)^{-1}-I\right].\tag{1}\\ \end{align} Since $X^2+I=(iX+I)(-iX+I)$ is nonsingular, $iX+I$ is nonsingular. Therefore, if $UU^\ast=I$, then from $(1)$ we obtain $(iX+I)^{-1}-I=0$. Hence $iX+I=I$, meaning that $X$ is necessarily zero.