The Player Guide is your friend.

It explains training very well. One thing it doesn\'t do is tell you how everything works directly in relation to your skills screen.
You\'ll need Progress Points to train. At the moment, the only way to get this is to fight creatures.
Opening up your skill screen, you\'ll see some yellow on red bars. If you\'ve earned any Progress Points, you\'ll also see a smaller blue bar. The yellow indicates how much you you need to train that particular skill before you can attain the next rank.
As you spend Progress Points, the blue bar will decrease, and green will appear over the yellow. This green color represents the amount of \"Theoretical knowledge\" you have for that skill. The Player\'s Guide mentions this.
As you use that skill, you\'ll notice messages saying that you\'ve earned points for that skill. These points are \"Practical knowledge\" in that skill.
If you\'ve completely covered the yellow in green, and earn enough practical knowledge in a skill, you\'ll rank up that skill. You can then begin to train it again with more Progress Points.
This is how it seems to work as I understand it. Hopefully I\'m correct, and ain\'t just made it more confusing.
