Off the top of my head, there are two types of skills: Basic and (i think the term is advanced)
Everyone can use basic skills. However, if they are untrained in that skill, they roll using half of the associated characteristic.
(for example: Bob the adept is making an unskilled dodge check to avoid a heretic's attack on him... Bob's agility is 35 (not too shabby for a book worm). If Bob had trained his dodge skill (as Mongo the assassin had suggested) then Bob would only have to roll equal to or less then 35 (which essentially he would have a 1 in 3 chance of dodging a standard attack). However, Bob put his experience in advanced skills instead. so Bob has to beat half of his Agility score (18 in this case... round up for the sake of the players). Thus Bob has a 1 in 5 (almost 20%) as opposed to a 1 in 3.... (this is why Bob hates combat))
Advanced skills... on the other hand... cannot be used unless a character is trained in such things. This is where trade skills, research, driving/piloting, ect are used.
(Example one: Bob and the team are fleeing a bunch of orks in a tunnel when they come across an imperium automated defense station armed with a multilaser. The station is usable, but requires a tech-use skill check (likely a hard -20) to be brought into operation. However Bob is not a member of the Adeptus Mechanicus (and thus never bothered to get the tech-use skill) and is unable to do anything to fix/activate the defense turret.)
(Example two: Bob and the team are speaking with a Noble. Over the course of the conversation, Bob succeeded in an awareness test (basic skill) to notice that the Noble has an unusual statuette that is sitting on the mantlepiece over the fire. Bob, being the nerd of the group, has forbidden lore (daemonology at +10, meaning he gets a 10 pt bonus to his associated characteristic: Intelligence.) and has an intelligence score of 55. Because he is well trained, Bob has to roll 65 or under to make the correct deductions of what that statuette is (though in all likelyhood, there would be a -10 to -30 modifier for how hard remembering what one specific statue is for or represents to daemons). Bob rolls as 05. That is a success with 6 additional degrees. (10 points per degree). Not only does he realize that the statuette is a forbidden idol associated with slannesh worship and that it is likely only in the possession of cult members, but that specific type of statuette can only be created after the owner has made a suitable sacrifice to his debased god. (perhaps it would explain why the noble's daughter has disappeared....)
The more successes one have using a skill, the more detail/results/effects/options do they get from it.