Skills are a major part of roleplaying games. They represent what your character is good at either through natural inclination or training. There are two things you need to do here.
First, go to your Path page and find the section for your character that says, "Starting Skills." These are the skills your character automatically starts with based on their background and archetype.
Second, look at the General Advancement Table. For Level 1, every character gets to choose one additional General and one Archetype skill.
Here is the link to the Skills page where you can read about all the skills in the game.
When you're ready, move on to the final step!