Vigilance represents the ability to be constantly aware of your surroundings, often without consciously making the effort. Characters with ranks in Vigilance are more likely to spot threats in their environment, notice important clues out of the corner of their eye, and catch lies as they're being told.

You probably noticed from the description that Vigilance, more than most other skills, is a bit of a passive skill. In fact, Vigilance is supposed to be used when your character doesn't expect a threat, isn't looking for a clue, or is otherwise unaware of something important. This is why we use it to determine Initiative in combat when a character is surprised, to see how much that character was paying attention. It also means that when your GM asks you to make a Vigilance check, you may suspect that something is up. Your character, however, shouldn't be suspicious (unless they pass the check!) Vigilance is also one of skills that you use to oppose certain social skill checks (primarily Deception) when those checks target your character.