You can learn many different combat skills through-out the game but almost all of them are missable.
Here's how to learn the first five:
Skill #1: Wude master in Lotus Park in South Carmain Qr. He will teach you the move when you're searching for the Wude. Make sure to save before trying to learn the move.
Skills #2, 3, 4: At Man Mo temple you'll air out books. At the end of the activity you will get a new skill book to read (read it in the menu). This happens 3 times.
Skill #5: After you have finished catching leaves at Man Mo temple, go to the Guang Martial Arts School in Green Market Qr. The master there will teach you another skill. Be sure to save beforehand as you have only one chance to get it.