Newbie Guide:
When you reach level 5, you can learn the skill for the first time by going to the Hierarch's House, where the Masters and the Hierarch stay. It is located north of the village square, so you should be able to easily find it. You can learn the skill from the Master.
By the way, you need SP to learn any skill. SP stands for Skill Points. You can raise your SP (as well as your Experience Points) whenever you defeat a monster. You will have to spend SP to learn a skill, and you can check your current SP level by pressing the Character Status button. You'll see the Status window open. Every skill requires different levels of SP, so spend it wisely.
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