Every skill takes time to train.
More complicated skills (logically) take longer than simpler ones. Flying a basic ship is easy (for a capsuleer); flying a Capital-class ship takes much more effort.
Within the game mechanics, this is simulated (or mapped) by assigning a 'training multiplier to skills. As the name implies, the multiplier is the extent to which the skill takes longer than a basic Level 1 skill. A skill with a multiplier of 2 takes twice as long; one with a multiplier of 5, 5 times and so on.
This mechanic has been criticised because the multiplier is an assigned value rather than an evolving one, this is one of the few exceptions to EVE as a majoirty of the game is very "evolving" in nature. Opponents to this mechanic maintain that it should "evolve" in the same way, however no reasonable or rational system has been presented. Proponents point out that the training multiplier is consistent and constant with the the skill's position within the skill system as seen in a hierarchical form. The other argument is that the developers use the multiplier mechanic to make certain skills unavailable to various people, opposers of this argument state that anyone has as much chance to train a skill as anyone else, and that this argument is invalid.