Skills give your character a special ability. Once your character has reached level 2, one skill point will be added with every level.
To distribute your skill points, go to Character Info in the Info menu and then select Skills. At the bottom you can see how many points you have left. You can now select between attack and defence skills if you are a warrior or between attack and heal skills if you are playing a wizard. Next a list of all available skills will be displayed. In the beginning, you will only be able to select the first skill in the list, as all other skills will only be unlocked if you have reached the maximum level of a certain previous skill. As long as a skill is unavailable it's picture will be marked with a lock.
You can find the full skills tree here
