Probably mentioned here before, but there is an ugly bug in Oblivion – it appears that one of the internal scripting commands --the one used to increase your skills for completing a quest, or whatever – may freeze that particular skill for good. Only training will raise it.
Somebody’s come up with a workaround script, but I haven’t managed to look at it yet:
Is it a PC-only problem? With the 360 version, I’ve gotten some skill boosts via training (the former Grand Champion of the Arena, off the top of my head), yet have had no problems increasing those skills naturally.
Or is it a problem on both platforms, but only for specific quests other than the Grand Champion?
It doesn’t freeze the skill for good. It’s bugged (or not working the way it’s supposed to) but what happens is that when you get your skill increase reward, it “advances” you the skillpoints, but locks the progress bar for that skill until you’ve naturally skilled up, the net result being that the reward is more of an immediate loan of skillpoints rather than a bonus.