Not a skill:
Personal belief that you are great at something
Being part of a project or community that focuses on supporting a skill → ie. the creator of a technical writing project is not a professional technical writer by default
Free online courses → ie. taking a Coursera class in strategic management does not make you a strategic manager
Self-education via Wikipedia and similar

Ha ha! I work in a field where it is hard to fake your credentials, so I'm not sure if people actually do this sort of thing! Or if it is a dry sense of humour, well... At least I found it hilarious! It really reminded me of this movie... Mystery men.

... But I do really believe I can fly!