No Skill XP?

Check the Action
Read How to Train for that skill.
Placed resources, young crops and excluded mob spawns may give no credit.
Crafting food is not furnace Cooking.

Check Your State
Creative and Spectator actions give no skill XP.
At level 99, the XP bar is already complete.
Look at the menu as well as the HUD: hidden bars do not prove lost progress.

Check the Location
Protected town may block gathering.
Exploration requires new build-enabled Wilderness.
Repeat chunks, flight, vehicles and teleports do not train Exploration.