Skills
Skills are features of a character description that not every character has (attributes), and cannot be taken away from your character (inventory)(at least not without severe trauma).
Skills are most often used to represent of training or knowledge your character has gained through his or her life. In most systems, there is an explicit list of skills a character can have, representing actions that the designers thought were important or common in to play.
In a stat based system, skills often provide a bonus to the attribute that "governs" the skill. In these systems, the skill acts as bonus to the dice roll in addition to the base given by the governing stat. i.e. a character's Strength is consulted when climbing difficult surfaces in DnD, and having points in the Climb skill will improve your chances of not becoming pork stew at the bottom.
When a game system calls a skill a 'proficiency,' it means the skill's purpose isn't to give a bonus to attempting an action, but cancels out a penalty that anyone else would have when making an attempt. i.e. Using an unfamiliar weapon, trying to move freely wearing unfamiliar armour, reading a tome of ancient scripture.
Certain games use a "cascade" system, where skills can be used as poor-quality replacements for other skills, or some skills are prerequisites for others. i.e.: "Pilot" skill in a sci-fi setting can cascade to "shuttlecraft", "fighters", "frigates", capital ships", etc. GURPS is the most (in)famous of these systems, where it's normal to consult flowcharts.