In order to use skills, you must consume mana points. You regain mana points slowly as long as you do not have full mana. You can also drink a potion to regain mana, or obtain M/s (mana a second) armor and weapons which will cause your mana bar to fill up more quickly than normal. A character without mana is very vulnerable so you should always make sure you do not run out.
The mana bar can be seen on the right, as a blue horizontal meter.