The Monster Manual on Skills says, "All listed skills [in a monster's stat block] are class skills, unless the creature has a character class (noted in the entry)" (7).
Thus an anthropomorphic giant octopus (Savage Species 216) has the class skills Escape Artist, Hide, Listen, Spot, and Swim, the same class skills as ana octopusgiant octopus (MM 276-7).
Keep in mind that an anthropomorphic giant octopus's ECL 32 is rarely worth it, despite the awesomeness of an anthropomorphic giant octopus PC.