In previous versions it was possible to climb a tree in the world map (rather than in the zoomed-in screen), but it is not available as of 3.17. (It allowed you to see farther distances and was great for hunting and spotting animals).
Climbing can be dangerous, and can result in injury to the climber, usually in the form of bruises. To minimize the chance for injury, make sure you have some form of clothing or armour to protect yourself. Avoid climbing trees when overloaded or when it is raining, both of which greatly increase the risk of falls.
If you have low Warmth armor, climbing a tree at "Rather Warm" might well drop your body temperature to "Freezing cold" and cause frostbite injuries in winter.
One of the quickest skills to increase, since climbing is so useful and often used.