Heh, next time, crop the image a bit first..

My best guess is that you, in fact, didn't set up the battle menu. Go into the Database, and check the Battle Layout tab. There, you can click on the character that's giving you problems, and see if there's anything in his menu. If not.. go ahead and add it. Be careful - Skill is a bit different than Magic, since Magic only displays skills that are marked as Magic.