It's often a good idea to retrain villagers so they they have more than one skill. If, say, an event wipes out all your food you will probably want more than the normal number of farmers to restore the stocks as soon as possible. You don't want to keep babysitting villagers who've never done any farming before and dragging them back to work ...

This message simply means that your master has already reached 100% on the skill and can't improve any further. They will still earn the normal tech points/food/building percentage.