Mason is the skill associated with the masonry labor. Masons are responsible for creating furniture and other objects out of stone in a mason's workshop. Masonry is also required for building constructions (walls, floors, etc.) out of stone, stone blocks or glass blocks.
As stone is plentiful early on in almost any fort, and the tables, chairs, and doors a mason can build are immediately desirable, bringing a mason along is a sensible choice for most starting builds.
If you're going to be doing a lot of construction with stone, a good way to train a mason is to make a mason's workshop assigned to the trainee with the workshop profile, have him/her churn out stone blocks, and do construction with the blocks. Not only does it train masonry, but the blocks have greater value than the rough stone they're made from, increasing the architectural created wealth of the resulting constructions.
It's worth noting that neither building nor destroying constructions provide experience for the related skills, be it masonry, carpentry, or metalworking.