Skills include Hitpoints, Attack, Defense, Strength, Ranging, Magic, Hunting, Thieving, Woodcutting, Firemaking, Farming, Slayer, Prayer, Cooking, Fletching, Mining, Smithing, Crafting, Construction, Agility, Runecrafting, Herblore, Summoning, and Fishing. You can level up in all of these skills by performing tasks related to that skill. There are also quests to compete, with great rewards for those who take the time to finish them. Outfitting your character with the best clothing, armor, and weapons is also essential to your survival (including leveling up your skills of course).
The game is constantly being updated with new quests and skills, and there is always something to do. To get all of the content the game has to offer you must become a member for $5 / month. Visit runescape.com to get started.