I'm not sure what skill you are interesting in developing.
One thing that most people are interested in doing is
self-management. An OB theory that would be helpful is goal-setting
theory. Goal-setting theory has extensive empirical support (i.e.
it has been tested and tests support its hypotheses). Goal-setting
theory states that setting difficult but achievable, specific, and
time-constrained goals result in higher performance than if you set
no goals or if you make them easy, not specific, etc.
Other theories include theories on how to improve your career
outcomes, which are the best predictors of job performance, what
types of power exist, etc. In my opinion, all of these are
useful.