All right, I got a Hero to teach me a great skill...but for some reason, I just can't use it!
Let me guess: you only inherited the skill. You forgot to actually learn it. Am I right?
I-I mean, perish the thought! It's more like...when someone gives you something that's too nice to use, so you keep it safe instead. Yes, that's it!
Nice try, but I'm not convinced. Now go and learn that skill, on the double!
How to Inherit Skills
You can inherit skills by selecting Ally Growth → Inherit Skill from the Allies menu. You'll need an ally that has the skills you want to pass on for another ally to inherit, and up to four skills can be inherited at once. Once the selection of skills has been inherited, the source ally will vanish.
How to Learn Inherited Skills
Inherited skills are taught using SP in the same way as regular skills, but be aware that they cost 1.5 times as much SP to learn. Once learned, inherited skills can be swapped in and out without spending SP, just like regular skills.