It depends on the type you’re buying, and also the brand you’re choosing. Some brands offers sizes that are close to common shoe sizes, and some don’t.
If you’re buying inline skates, remember, the only thing that keeps you on the ground is the one line wheel. That’s why it is important to find a pair that fits perfectly to give your feet enough snug and support. Measure your feet carefully before purchasing an inline pair.
As for quad skates, it doesn’t matter what size you’re choosing. It can be one size bigger than your regular shoe size, as long as you feel comfortable because the wheels already give enough stability.