Darn, if it wasn't for your comment I wouldn't have realised that it means "gifted" (and lahja even means a gift/a present) and not talented.
Using this word is a good way to insult someone without realising it. I did that once, the conversation went along the lines of :
Me: "-- Wow, you are so gifted!".
Other: " -- Don't use that word, really, don't. Do you think it's only a "gift"? That I didn't work hard for countless hours to get to this result? Nearly no one is born gifted, it's almost always hard work, and that word is so dismissive of all those efforts."