Matrix Schubert varieties are the closures of the orbits of $B\times B$ acting on all $n\times n$ matrices, where $B$ is the group of invertible lower triangular matrices. Extending work of Fulton, Knutson and Miller identified a Gröbner basis for the prime ideals of these varieties. They also showed that the corresponding initial ideals are Stanley-Reisner ideals of shellable simplicial complexes, and derived a related primary decomposition in terms of reduced pipe dreams. These results lead to a geometric proof of the Billey-Jockusch-Stanley formula for a Schubert polynomial, among many other applications. We define skew-symmetric matrix Schubert varieties to be the nonempty intersections of matrix Schubert varieties with the subspace of skew-symmetric matrices. In analogy with Knutson and Miller's work, we describe a natural generating set for the prime ideals of these varieties. We then compute a related Gröbner basis. Using these results, we identify a primary decomposition for the corresponding initial ideals involving certain fpf-involution pipe dreams. We show that these initial ideals are likewise the Stanley-Reisner ideals of shellable simplicial complexes. As an application, we give a geometric proof of an explicit generating function for symplectic Grothendieck polynomials. Our methods differ from Knutson and Miller's and can be used to give new proofs of some of their results, as we explain at the end of this article.