You automatically get one specialization in every skill you have bought.
Most skills are very broad categories. It probably suits your character to excel in one or more area of that skill.
For Example: A doctor would be a Natural Studies expert who specializes in medicine. An assassin would be a Natural Studies expert who specializes in poisons. A zookeeper would be a Natural Studies expert who specializes in wild animals.
If you are using your skill in a situation appropriate for your specialization, you will have a greater chance of success. Mechanically speaking, you will be granted an additional minor edge.
Specializations are an important part of training your skills.