Basics are that you kill monsters, gain XP and SP, skill points are used to increase skill mastery and there are 7 masteries in total. 3 masteries for the 3 diff catagories of weapons:1 for blade/sword, 1 for spear/glaive & 1 for bow. Then there are 4 masteries for magical skills: 1 for fire 1 for ice 1 for electricity and one for force
When you have enough SP points you can use them to level up any of these masteries (normally people dont level up more than 3 in total). You can level up a mastery upto your character level however a lot of of people choose to keep a gap in between these (called [ur/=http://www.silkroadforums.com/viewtopic.php?t=1243]SP Farming[/url].
Once you have levelled your mastery, you can then start adding skills (first skills are available from lvl 5 masteries) the
guide here gives a lot more info on Masteries / skills and farming and i would suggest reading through for more in depth-info
Hope this helps
FFGIRL