When you pick up a skill book that is not in a container, you will read it and gain a point in that skill. There is a way to avoid this; adding the book to your inventory so that you can save it for later use. This is useful for later in the game when it can be difficult to increase a skill.
To use this method you need to have a companion, then;
When you see a Skill Book in the game (cross-ref one of the FAQs for names; or look at the value of the book) talk to your companion and select the "I need you to do something" command. Then put the cursor on the book, and select it. The dialog box will tell the companion to "Read such-and-such book," but the companion will add it to their inventory. You can then take the book from then inventory to be read -- and the skill point gained, at your leisure.