join and select multi values for each row
Should be as simple as:

SELECT  U.ID, S.ID
FROM    SKILL S
INNER JOIN USER U      -- in case you want more user details in the results.
ON      U.ID = S.USER_ID
ORDER BY U.ID, S.ID


Will retrieve all the users and each skill they have.

If Skills is not a child of User (i.e. each skill can also be associated with multiple users) then you need a USER_SKILL table to link the two together. Then the query would be:

SELECT  USER_ID, SKILL_ID
FROM    USER_SKILL
ORDER BY USER_ID, SKILL_ID


In future it is a good idea to include the query you are using (which caused the error) in your question.