The tooltip about Climbing and Jumping is not properly triggered in the cave once you escaped from the bandits' prison.
In my case at first time I wasn't able to reach the rock on the screenshot below: I saw an arrow pointing to the top of rock and there was no tooltip. So I went back to the prison wall and moved to the rock again. Once I reached it the tooltip appeared:
According to the tooltip picture it should be triggered before the jump to the rock.