These are pick-and-choose abilities. All of the Feats are available to all characters (theoretically) but there are some that are more designed for one class than another. Most of the Feats give a constant bonus -- Improved Initiative, for instance, gives a constant +4 bonus to the character's Initiative roll. Some Feats have requirements (certain ability scores, other feats, etc.). Some Feats make Skills more useful (the Tracking feat is improved by having high ranks in Wilderness Lore skill). Some Feats are for making magic items (Scribe Scroll, Brew Potion, etc.). Most characters will gain a feat at first level, and then one every level divisible by 3. Some classes gain bonus feats right off the bat, and some gain bonus feats later on.