You get skill points each level which can be used on those skills.
using it on a weapon skill unlocks that weapon for you. Using it on an ability gives you that ability or improves it.
You need Pyromania to get the Molotov and Flamethrower, and to get pyromania you need Firebrick or Torch.
We will probably expand on this further as well.
From there we have 2 options:
1) You have 2 classes and are a multiclass character
or
2) You only get 1 skill point a level
anything else and you'll max out your skills way too fast.
These weapons will be with you in each level, whereas weapons you find in the level will disappear at the next level(unless totally necessary to keep them)
Pyro will basically be the first thing I put together.