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The very first skill that you acquire is Quick Thrust, also known as the “Spear” attack because it adds a red spear icon to your gambit panel. By itself, Quick Thrust is simply a quick, unremarkable melee attack. However, by performing two in a row, then executing the gambit, you'll perform the maneuver Deft Strike, a higher damage melee attack. Once the gambit is executed, the panel is cleared and ready for the next maneuver.
Within the next few levels, you'll learn the other two basic skills for Gambit building. The first is Shield-Bash, a blow with your shield that also has a chance to raise your block rating, is designated by a green shield icon in the gambit panel. The second, Warden's Taunt, is denoted by a yellow fist in the gambit panel and provides a small DoT effect combined with a slight increase in threat.
As you progress in levels, in addition to training active and passive skills as you would with any other class, don't forget to train your gambits as well. They're listed on the third tab at the class trainer, categorized by their type, which is determined by the first icon in the chain. In other words, a chain that begins with a Quick Thrust is a Spear Gambit, and basically involves dealing melee damage. Chains beginning with Shield-Bash are Shield Gambits, which are primarily defensive and healing maneuvers, and chains beginning with Warden's Taunt are Fist Gambits, or threat builders.