I agree, you don't need to come out and say THIS IS A SKILL CHALLENGE unless you're new to
4e and they have no idea what a skill challenge is.
However, I would like to add that in a social situation with potential enemies, you should make it clear that the NPCs are
way too hard to fight.
Then what I do is let the players know what primary skills are useful, like "Maybe you could talk them into letting you past, or bluff about your purpose." Let them figure out which secondary skills are useful. I call secondary skills the ones that don't grant successes or failures, but that do give some bonus or penalty to other skills, like perhaps insight or history in this case. You could tell what their intent is to help your lies seem truthful, or by remembering a fact about these particular travellers, you can know how to talk their 'language.'
If the players shout out attacks before you finish, just say "Hold on a minute," and finish describing the circumstances, because the PCs would notice this before getting the chance to attack. If the player's still attack, well, then they deserve to get their rear ends served to them on a silver platter. But always provide a means for escape, such as the hunting party or a simple retreat. I would imagine that such NPCs would see the PCs running and not follow, just shouting taunts and laughing at them.