OK so Jaheira just leveled up, and when i hit the "level up" button i get the skills screen, with no points in it, and the that's it. No new skills, no boost in my stats, nothing. I'm very confused right now.

That can be normal. Every level-up gives you an increase in maximum hitpoints. Some level-ups give you other improvements, like better THAC0 or better saving throws. Some level-ups give you proficiency points to distribute, or thieving points for a thief. If there are no decisions for you to make, you still need to open the Level-Up pane, but you can immediately choose Done.

Ok Thank you

As a correction to my previous post: thief points are issued on every level-up, with the amount determined by kit. I am unsure what happens on level-up if a thief has already maxed out all thieving skills, but the thief would need to be very high level for that to apply, so it will likely not matter to you for a long time.

Also - Jaheira levels as both a fighter and a druid - but not at the same time (usually). So when going up a fighter level, it's mostly hit-points and thac0 improvements, with occasional stars to put in weapons proficiency. When she levels up as a druid, you'll get told how many spell-slots she's gained (and then need to go to the divine spells page for her to choose spells to go in those slots).