First of all, congratulations on the offer. I knew you could do it. If XJT is what really want, has most if not all of the things you'd want in a first regional job, and you intend to stay for at least a few years, then I would certainly cancel the SKW interview, and as soon as you can. It's the professional thing to do.

Like ToiletDuck, I hope you come back here to keep us posted on your progress. Although I mentioned to you that I don't fly regionals, I may if XJT flies to SAT.