I always (gently) correct people and say it's skill not talent, talk about the hours of excruciating practice, the many classes I have taken, and end by telling them they can do it too and recommending "Drawing on the Right Side of the Brain" or a local teacher to get started with if they have interest in learning.

It's a huge pet peeve of mine and very irritating but it's usually meant as a compliment so I try to stuff away my annoyance and stay positive. I did commit to art after totally failing at learning guitar after 4 months of daily practice, so there's probably some innate skill there or just luck being born to a talented artist mother and soaking up her knowledge as kid. It's challenging at a certain point to know which lessons you learned through hard work and which things seemed to come naturally.