In Only War, during character creation, most guardsmen and support specialists have certain Starting Skills. Does a character with a starting skill start with that skill "Trained" (+10 or whatever) or merely "Known" (no penalty for not being trained in the skill)?
This quote is from Dark Heresy, which, along with Deathwatch, are the only books i own, but being the same rules system, i believe this should be the answer you seek:
When you create your character you begin with a list of starting Skills based on your home world, as well as a selection of Skills from your Career Path. These Skills represent what you have learned in your life up to the point where you chose to serve the Inquisition.
Sometimes you will have the opportunity to acquire the same Skill more than once. Each time you acquire a Skill a second or subsequent time, you gain Skill Mastery with it. Skill Mastery adds a +10 bonus to all Skill Tests made with this Skill. You can acquire the same Skill no more than three times (granting a maximum Skill Mastery of +20). This represents additional training and experience with the Skill you have gained during your career.
So, those skills which you improved further after the game has started, through talents or abilities, are Skill Masteries. But the ones you start the game with are simply skills you have the necessary training to use them.
So, you gain the ability to roll checks with no penalty with your starting skills.
But, during character creation, you can spend the initial experience points to buy those skills again and thus recieve the +10 advancement from skill mastery.