Skills determine how well you can use a weapon; the higher your skill, the lower the chance you will miss when wielding the weapon. Also, the more difficult the weapon is, the higher skill you need to wield it properly (i.e. not missing all the time). Skills can only be increased through training - training being hacking at monsters. You have to successfully hit monsters to increase your skills, therefor you should kill monster you can hit to increase your stills. Increasing both Intelligence and Wisdom will increase your skill learning rate, allowing you to get higher skills faster. The trade off with increasing these attributes too high is that you might become too weak, so maintain a good balance. A very good way to increase your skills quickly is to train with Zhou. Zhou will (for a cost) drastically increase your skill learning rate, allowing you to gain skills very quickly. There are two handicaps to this however - first, the learning rate increase last for only 10 minutes (real time), and secondly, he will only initiate the training sequnce if the skill you want to train is lower than 15. Still, he is a must for all fighters.
I personally recomend learning a lot of skills as a fighter, for many reasons. First, you will not always get the weapon you want, so having serveral skills you are great in means you won't have to putt around looking for that one weapon you can use. Secondly, you should use different weapons when you are in a party, and when you are soloing. Lastly, its fun to brag about all the great skills you have. After you have a basic knowledge in a host of skills, you will probably find a couple you like alot and concentrate on them, forgetting the rest...thats ok. Click on the links below to be taken to pages showcasing all the skills you should learn. Click Here for a quick over view of how to progress these skills.