I\'m trying to compile my first legit program that I\'m converting from Java (I ran a test hello world type program to check my compiler and it works). There are three files
Not sure if this is the problem, but it appears you're prototyping the function twice.
The double getSkewNormal(double skewValue, double x);
line need only be in the header, not in main.cpp as well (since main.cpp includes skewNormal.h). Having it appear twice in a prototype form seems likely to confuse the compiler. You only need it to be visible to the code once, and usually that should be in a header (not a code file).
Try removing that line from main.cpp and recompile. :)