Training skills should be easy, simply practice the skill by using it and your skill level will increase. However, you can only learn so much from using low level equipment. When training, a skill can only be increased to 20 points above the skill required to use the item (or in some cases, the skill level of the item being used on you - e.g. resist).
As you progress through the world and your hero becomes more powerful you must seek out and use higher level equipment to continue your growth and become a legend!
Mace, Sword, Throwing and Archery are all trained by fighting enemies using the appropriate items.
Casting is trained using directly offsenive spells like Fireball or Magic Missile.
Enchanting is trained by using magic that is targeted at a player or object like Minor Shield or Minor Heal.
Resist is trained by fighting enemies that use magic against you. In this case you can only gain skill points up 20 more than the opponents spell.
Resolve is trained by fighting with throwing or archery based weapons and is improved when an enemy attempts to break your focus. It is limited in skill gain to 20 points more than the archery or throwing weapon skill level being used.
Parry is trained by fighting with mace or sword weapons where these weapons can be used to defend yourself from attack. Parry skill gain is limited to 20 points more than the mace or sword weapon skill level being used.
All crafting and gathering skills are improved by practicing. If an item is in used to perform the craft or gathering (e.g. an axe for lumberjacking) then the skill level is limited to 10 points above the item in use. If no item is required then there is no limit placed on the skill gain.