Some skills can be trained at guilds. You can train once at each guild once at each level of experience. When levelling up, put your attribute points into skills that cannot be trained (i.e. sorcery, gallantry, leadership are a few). Also try to make sure you train at every guild every time you gain a level. You will probably need to use one of the infinite money tricks to do this. Also note that the max any skill can be trained to is level 12.
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