Affinities are a character's areas of unaccountable natural talent, and add another layer along with Attributes, Features and Skills. They're very like Features, but cost less and are customized to set the feel of each game. Affinities cost 5 points, and give you +1 to all skills that are applicable. Note that some skills may only be applicable when used a certain way.

Artistry
+1 to any artistic skills.

Beneficence
+1 when healing, ministering, or nurturing living things.

Charisma
+1 to all social skills.

Craft
+1 when constructing, mantaining, or repairing things (may overlap with Artistry).

Domesticity
+1 to housekeeping, cooking, cleaning, etc., but also to organization, administration, etc.

Lore
+1 to academic, knowledge, scientific, and clerical skills (as opposed to practical knowledge).

Magery
+1 to all magical and overtly religious skills, or when using any magical items, holy relics, etc.

Nature
+1 to all outdoorsy skills, and +1 to Perception.

Prowess
+1 to all combat and tactical skills, +1 to Initiative, and +1 to all Damage.

Rule
+1 to leadership, administration, strategy, etc.

Trade
+1 to negotiation, accounting, appriaisal, etc.

Examples from a random adventuring party

Gandalf
Charisma, Lore, Magery, Nature

Aagorn
Charisma, Nature, Rule, Beneficence (the book mentions healing talents as an idenifying trait of the royal line)

Boromir
Prowess, Rule

Legolas
Nature, Artistry (plus Quick Draw skill, and several levels of the Dead Good Aim feature)

Gimli
Prowess

Frodo
Charisma

Sam
Beneficence (used with gardening and in support of Frodo, but few actual healing skills)

Merry and Pippin
Charisma (but little common sense until late in the story)