general
Skills menu is where you can assign special techniques, boosts and skills to individual gladiators as well as distribute stat points to them. As there is a limit to freely assignable stat points as well as skill points directs the obvious: No glad can have all the skills. (Unless they are modded).
By resetting your glad you can assign all stat/skill points anew. Be careful each reset costs 1000 gp more than the previous one.
strategy
When you are testing an entirely new setup it may be a good idea to reset in a new tab. If the new setup is crap, roll back to the unchanged tab and save money.
Skill Trees
Each skill is assigned to a skill tree. The top skills are usually the ones, that cost the most MP (Murmillo is a notable exception with 2 passive skills at the top.)
Those are the trees: