There are a few folks in the 91 world that can't get through 121 training on turbine aircraft. In 91 the training is often tailored a bit to the individual and extra training is usually available, depending on your employer.
In 121 not only do you have to be able to fly the airplane, you also have to be able to get through the process without a lot of extra training. This is strictly a money thing, the airlines don't like to spend any more dough than absolutely necessary when training pilots.
Mesa will hire anybody, but they have a 10-30% fail rate depending on the aircraft. SKW (and other carriers) are selective about who they hire and they have about a 1% fail rate. This doesn't mean their training is easier, but if you get past the interview and into training, your odds are pretty good at that point.
Read the Turbine Pilot's Flight Manual, that will help you to understand the systems.