  We report small-angle neutron scattering studies of the lacunar spinel
GaV$_4$S$_8$, which reveal the long-wavelength magnetic states to be
cycloidally modulated. This provides direct support for the formation of
N\'eel-type skyrmions recently claimed to exist in this compound. In striking
contrast with all other bulk skyrmion host materials, upon cooling the
modulated magnetic states transform into a ferromagnetic state. These results
indicate all of the modulated states in GaV$_4$S$_8$, including the skyrmion
state, gain their stability from thermal fluctuations, while at lower
temperature the ferromagnetic state emerges in accord with the strong easy-axis
magnetic anisotropy. In the vicinity of the transition between the
ferromagnetic and modulated states, both a phase coexistence and a soliton-like
state are also evidenced by our study.
