Why wont this command work in minecraft pe 1.1

This is because the entity name in the selector (@e/p/r/a) is wrong. There is no arrow.skeleton, just arrow.

Apart from that, this command can be simplified by taking away the entire execute portion. I'd also recommend entering a range. You can even use execute to move the range to the player, and the commandblock should be in the world spawn.

Command without anything:

/tp @p @e[type=arrow]

Command with range

/tp @p @e[type=arrow,r=100]

Command with relative range:

/execute @p ~ ~ ~ /tp @p @e[type=arrow,r=100]

To set the world spawn to the place where the command block is (to make sure it's always running also when you walk far away from it:

/setworldspawn

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