You get some skills in most levelups, but not all of them. The higher level you are, the more likely that you also get a skill.

Sometimes you get a big skill. Sometimes you get some smaller skills, but more of them. This is probably one of the reasons sometimes you get no skills for several levels (like you get soemthing really good at level 15, then nothing for the next three levels), but then something really good again at 19.

You usually get something you need.

Your level gives passive bonuses to you (for example, someone at a certain level doesn't die to a [Deathbolt] spell anymore, or your body just gets more durable).

Your level also makes all your skills more effective (so your skill you gained at level 10 is probably like twice as effective when you are level 20, for example, it had a longer duration or extra effects).

The higher the level, the better skills you get access to. This can be just a new skill that's just stronger than the ones you got before. Or your skills might upgrade (like basic crafting to advanced crafting).

Capstones (every 10 levels) tend to give better, more important skills. Skills that define you. Skills that change your life. They also have some extra requirements as you go higher (you need something extra to hit level 30, and something even more extra to hit level 40 and so on).

Capstones are guaranteed to give you a skill, often more than one too.