As said before, all skills reduce stamina usage in their respective fields.

Weapon skills increase damage (level 100 does 2.5x as much damage as level 0 with the same weapon - more specifically, 0.4x the weapon's rating at level 0 and the full 1x at level 100).

On top of the changes applicable to all weapon type skills, Bows also speeds up how quickly your character builds draw power (the shrinking circle when getting ready to fire). Draw power influences both range and damage.

Blocking increases the defensive rating of shields (1x the shield's rating at level 0, 1.5x at level 100)

Pickaxe increases damage output against mining objects (and monsters that are susceptible to that kind of damage, such as Stone Golems) similar to weapon skills. (Pickaxes typically do both Piercing and Pickaxe damage, this skill only improves the Pickaxe damage type).

Woodcutting does the same as Pickaxe, but applies to trees and other things that can take Chop-type damage (Axes typically do both Slashing and Chop damage, this skill only improves Chop damage and is only improved when using an axe against chop-damageable targets, while the Axe skill will improve the Slashing component and only improves when striking creatures).

Running, on top of the reduced stamina usage, slightly increases running speed (only about 10%, though - build it more for improving distance than speed).

Jumping, on top of the reduced stamina usage, increases jumping height (up to around 2.5 to 3 meters or more at level 100).

Swimming just reduces stamina usage allowing for slightly better range.