Topic, I can't figure out for the life of me how to climb. Tried searching but couldn't find anything, so sorry if this has been asked before. If it makes a difference, I'm pretty sure my climbing skill is low but I don't know what that effects.

Your climbing skill affects your chance of successfully climbing. You should have climbing as at least a minor skill if you plan to make any use of it.

Just walk toward a wall, and then walk into the wall. If the skill check is successful, you will get a message indicating you are climbing, and begin to walk UP the wall.

It may or may not help to "jump" into the wall, and it may or may not improve your climbing success to hold down the "run" key (

by default). Also, climbing from a corner seems easier, because you can't drift to the side which keeps your climbing from initiating otherwise..

Oh gosh yes. I do not know how many times my climbing got screwed up because I was not facing exactly to the wall and slid sideways just a teeny bit and failed.

I find the run key makes a huge difference for me. Not sure why the game insists on having me fall off the town wall exactly when I get to the top every time. That's a bit frustrating.