Not Proficient

[Devil Dog]

I see this a lot with gear, weapons. Characters can still use the stuff and I get there's a penalty for using it, but can they ever become proficient with an item or is that status permanent?

[EricHVela]

There are items and "feats" that can give proficiency. The feats can be acquired during specific level ups. Some items and feats will be for specific weapon types and some will be for a range of weapon types.

ex. There are gloves that give short/long-bow proficiency, but not crossbow.
There's a feat that lets you choose any 3 weapon types your character doesn't have.

[jonnin]

a single level of fighter unlocks (?everything or nearly?).
think of it as extensive training with the thing. As in, you or I could pick up a sword and lay about, but have 0 chance in a fight with a fencing expert (assuming you are not one, I am not). Some races, all members train with their favorites, otherwise, its from classes, and worst case, you can get it from feats but this is a big penalty (feats are rare) to pay just to gain a weapon skill. Paying a level of fighter can be annoying too, depending on your build and classes.
Race is the easy way out... gith & one of the dwarves can use medium armor, and 2 or 3 of the cleric subclasses can use heavy armor, all humans and half elves can use light armor and shields. Any of those works really well to protect like a wizard from being hit too much without paying a multiclass or feat penalty.

penalties include not being able to cast spells and not having a good chance to hit with the weapon, and other abilities may also be locked out.