Mentioned was the story where he doesn't change the world. The Poul Anderson story where a World War II American soldiers in saga-era Iceland gets himself outlawed and killed. Tim Powers's Anubis Gate where the man ends up a beggar, having no salable skills that he can prove that he has. But it's obvious why such stories are not overwhelmingly popular.
What sorts of skills and knowledge you would need. The immense importance of infrastructure. For instance, in Great Britain, the nobles could make money; you could lose your position and have to pay taxes in France for that, which meant that it was a lot easier to raise capital in Great Britain. It also had a much better patent system, which made invention profitable.
What you bring with you is muchly important. 1632 had an entire town and all its equipment. It let them do a lot more than someone with nothing but what he has in his pockets. Doors were also mentioned. (Me, I think doors start to raise the question of whether you are allowed to change the past. It gets interesting. Most people in these are just dumped in the past and have to forge on as best they could.)
Lest Darkness Fall was mentioned much more than Connecticut Yankee because it worked better. An archeologist with the knowledge of Latin and the like -- who loses the girl by freeing her family's slaves. While the Yankee was a foreman in a factory sent back by -- a blow to the head. One panelist had thought he had been touring the English castle, but he was such a prosaic clod he would never have toured a castle. (Me, I think he was such a clod that he would have failed to see the marvels if Camelot had been everything its most starry-eyed admirers thought. It's a big failure in POV character choice.)
Easy evangelism. The panelists talked about the reluctance of people to adopt things. (I brought up that they have reasons, even if they turn out wrong, but they were more interested in the stubbornness and inertia.)
Most of us would probably, at best, manage to do something in the World War II era. It's so difficult to rebuild from scratch.