In reply to Harrie:
In common with the other posters I'd say there are a few skills you need to look at:
Walking in winter: using your boot, crampons and axe so you don't slip or fall over on the approach/descent. I know a pair of really strong lads who climbed the Message (IV,6) as their first route. They got up it successfully but on the descent both slipped and sustained lower leg injuries.
Navigation in winter: so you don't get lost on the approach or descent. You also need to know where you are to help avoid the next problem...
Avalanche avoidance: they do happen in Scotland and they do kill. If doing study in advance make it UK/Scotland specific where you can. Whilst many principals are common the Scottish avalanche problem is not precisely the same as the N American/Alpine one. Start with http://beaware.sais.gov.uk, do further reading and then go back to the SAIS website to put it in context.
And all that is before and after the actual climbing!
As others have pointed out there are plenty of ways to learn: learn for yourself with support from books and (careful-it can be hard to know the quality and relevance) youtube. Learn with more experienced partners (from a club or individuals). Learn on a course (declaration of interest- I'm a Winter Climbing and Mountaineering Instructor). All have pros and cons. Personally I believe that a combination of these works well, the exact balance will depend on the time and money you have available and the access to people to get out with.
Enjoy! (and if you want instruction feel free to PM me )