I kept trying to set my skills in the Throne Room. In fact, I've tried everywhere except the dam opening battle menu for whatever reason. Yep, it's set in that menu. Drag stuff out to make room, and drag a skill from the top to that bar. Seriously should've figured this out by now. I almost started a new game over it, which would really suck since I'm at the end of Chapter 2. I guess I just figured they could be set outside of battle. Nope. Need to lock in a battle first. Major derp. Now I see why no one on all of Google has ever asked this question before.
Kinda embarrassed I had to ask this question now. Thanks bro. I'm gonna go bang my head off the wall now to knock some sense into myself.