Skills can be unlocked either at your hub area, at Dragon Statues around the map, or most often in the beginning when you die. Skills cost between 500 and 1,500 XP, with a reasonable amount being 500. Simply unlock a skill when you can to get the achievement. There is an achievement to permanently unlock a skill which takes 5 unlocks, however you can always spend XP on skills you have unlocked already to add to getting the skill on every run closer.