Nature skills are skills used in nature.  These skills, for the most part, have no effect on the killing aspects of the game, but help gratly for the adventurous player.

Nature skills are:
   fishing - how well you can fish, know fish
   hunting - how good you are at hunting, skinning, etc
   swimming - how well you can swim, how long you can stay underwater
   riding - how good you are at riding a horse
   climbing - your experience in climbing
   survival - a combination of skills for survival, how well you can 
              find food in a desert, get water from plants, etc