game of thrones - What is the difference between a warg and a skinchanger?

Many times both terms are used as synonyms.

In A Storm of Swords, Jon mentions that he sees skinchangers and wargs among the wildlings.

George R.R. Martin, when asked about the difference said:

A warg is bound to a wolf. Skinchanger is a more general term. All wargs are skinchangers, but not all skinchangers are wargs.

But in the books sometimes are used the term warg to refer a skinchanger that controls other animals (such a hawk and a shadowcat by one of Mance's guards).

Answer

I think "Warg" is just a synonym or subgroup to "skinchanger" in this case. GRRM is infamous for allowing his characters to use their own perspective on things, in which case they can use a term incorrectly. I think the term "Warg" is most often used in a superstitious fashion, and "skinchanger" more matter-of-factly.

Warg is also not GRRM's word, but something that's been around a while, read more here.