From a practical standpoint you should prioritize the energy/HP-skill at the very least for the MC at the very beginning. But imho everybody needs that one.
For the MC you'll have to find a balance that is working for you. But it's not that important because apart from the very beginning fights are relatively easy. If you go farming goblins in the mine you can outlevel all the enemies so fights will be breeze and the skills are primarily an addition for your stats to get better results at hunting, intimidating and so on. (also with bianca in the party goblins are a treasure trove; make an effort to max out her agility in any way there is)
The companions are specialized so it's a good idea to go with the flow for them. Just be sure to invest at least some points at nature and perception levels regardless. Every character has their own chance to spot something while roaming the map, so 6 eyes can find more than 2.
The last thing I'ld say is to neglect the armor-skill. I think you need it at 3 to wear medium armor types and that's all you'll ever need. You don't need heavy armor, it's even really bad regarding stats and the skill points are better invested somewhere else. There might be an argument that additional armor suits Tia very well even if you won't really feel any differance anyway.
TLDR It's not really that important. Get some Energy/HP at the start and you'll be fine.
