Intel's Software Guard Extensions (SGX) is a CPU instruction set that allows applications to set aside private memory regions for code and data. SGX was first introduced with the Haswell CPU architecture, but the instructions weren't enabled for Skylake CPUs that sold at launch. Future batches of chips will have SGX enabled, though. Intel has posted a Product Change Notification (PDF) to notify partners that updated Skylake CPUs with SGX will be available later this month.
The CPUs affected by this change are the Xeon E3-1200 v5, Core i5, and Core i7 families. Processors with SGX enabled will have a different S-Spec code for easy identification purposes, but will otherwise be indistinguishable from existing CPUs. There won't be a new stepping or change in die size, and Intel says there shouldn't even be a need to update system BIOSes.
The updated CPUs should become available to customers starting October 26. Intel says that its partners must be ready for the updated CPUs by November 30. Since the company doesn't expect re-qualification or validation for the change, the transition should be smooth.