Go to Database.
Go to Skills tab.
See your skills?
Your Skills have a skill type set to something.
As
HeroicJay
said above it can be Special or Magic or something else.
Let's say a skill is on type "Special"
Now go to the Actor tab.
What Class is your actor?
Did you saw?
Ok!
Now go to Classes tab, select that hero's class and take a look at the list on the right, named "Features".
Do you see a feature "Add Skill type: Special"?
If not, well make it happen, double click on the list, select the Skill tab of the poped up menu and select "Add Skill type" and the type of skill type you wanna add to the class.
You can also add skills type to characters directly, using the Actor tab, but if you want many heroes to share same skills, well that's one thing why classes were made for.
;)
I hope I helped you.
I made a free tutorial game that explains everything within 4 hours.
You might wanna check it out for your reference.
Cheers!
Here is the link (on the same site and forum)
http://forums.rpgmakerweb.com/index.php?/topic/29370-free-tutorial-game-for-vx-ace-events/