Skill gems are all attacks/spells or support effects for linked attack/spells. the closest equivalents of Diablo's gem system in PoE is "jewels", which socket into your passive tree, not your gear.
Basic how-to: play with the various attack gems until you find an attack you like (say, for example, you really like Ground Slam), then figure out how to support that gem to make it awesome (say, faster attacks, multistrike, added fire damage).
AND DON'T FORGET DEFENSES. You want something between half and 3/4 of your passive tree to be dedicated purely to defense. Defense > Offense in Path of Exile. Defense mostly means life/energy shield (pick one), with armor/evasion being secondary.