Basically what was already posted. A good way to get initial levels in skills is to do the appropriate quest in Haven. See the sticky up top here for those.
Using gold, train the desired skill from the trainer to about 40, then double-click them for the quest explanation and what you need to do. In part of the old town is an area where skill gain is increased making the attainment of 50 points in the skill rather easy to do in most cases. You must have accepted the training quest to get the increased gains.
Most of the major skills are trainable to 50 this way. They also have a reward at the end of the training - when you go back to the instructor and double-click them once more. Some are really rather nice things and can serve you well.
Most skills are simply use-it-to-raise-it. Some, like Anatomy, Evaluating Intelligence, Focus and Tactics, will raise automatically if the skill arrow is up. Just using some other skill will allow these to raise.