Permanently unlocking a skill requires buying this skill 5 times from the skill tree- with XP gained from killing enemies. The skill tree can be accessed from the home base you start at Wuguan, the jade statues found around the levels, and when you die as well.
The skills closer to the bottom of the skill tree become locked after you reach certain ages, so if they are greyed out you need to restart levels so you are a low enough age to buy them.
Happy hunting