You need to find an a elemental amulet and use it. It's a consumable item that looks like a slip of paper. When you use it, it buffs your weapon with the corresponding element exactly like pine resin in Dark Souls. Start smacking enemies with the buffed weapon until you get your first point.
Another option is to find an Onmyo Mage Lock, a consumable item that looks like lock of hair. It gives you a skill point directly. However, they are much, MUCH more rare so I still recommend just using the elemental amulets.
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