There is one list of skills and every Class has a number of skills listed as Favored Skills and thereby any skill listed in one of your classes is a favored skill of your character. In addition you can train Favored Skills by various means and you can turn Skills into Favored Skills by multi-classing or by taking Feats. Also every class has one or two skills that you automatically train if you take a level in a class, so a wizard for example is always trained in Knowledge(arcana) and Spellcraft and a cleric is always trained in Knowledge(religion) and Spellcraft. Therefor a Cleric/Wizard would be trained in Knowledge(arcana,religion) and Spellcraft. Some automatically trained skills will be automatically focussed on advancing in your class.