Although not as nearly important as Weapons, Skills do play a huge part in helping you grow stronger and make things easier in the long run. In order to purchase Skills, you need Skill Points. You will always gain one upon leveling up, but you can also get points from finishing quests or doing certain side activities. In order to learn all of the skills in the game, you will need a total of 81 Skill Points. Of course, since the level cap is only 50, that means you will need to do those quests/activities to max out your skills.
The skills in Horizon are split into three different trees, Prowler, Brave and Forager. All skills on the first row cost one Skill Point each, while those on the second row cost two points each, and the third and fourth rows cost three points each. As expected, you usually need to purchase the skill before you can get the one below it on each tree. So, you won't be able to just get something like Leader Strike without getting all of the skills before it.
Note: Rather than go into detail for every single skill, a brief overview pointing out the skills and whether they are worth it or not will be listed.
Prowler Skill Tree
Silent Strike is an ability you should get right off the bat, at the beginning of the game when you have your first three Skill Points. The rest of the skills below Silent Strike aren't much of a priority, so don't worry about them. You might want to get Strike From Above, as it is needed to get Strong Strike and Strong Strike+, both skills that might prove useful later on in the game, especially if you use Silent Strike a lot.
Hunter Reflexes and Balanced Aim are two skills that aren't really important, so ignore them until the end, if you're going for the trophy for all skills. The last line in the Prowler tree is very good for stealth and combined with the stealth armor, make it very hard for machines to notice, especially if you try to be sneaky.
Brave Skill Tree
Concentration is another skill that is essential, as it allows you to control the tempo of a battle and hone in on a specific part on an enemy, while slowing down time. Heavy Lifter isn't a bad skill, per se, but you aren't carrying heavy weapons all too often. Concentration+ is just a skill that allows you to stay in it longer and Fast Reload makes it so your weapon reloads faster while in Concentration; both of these aren't too bad, but definitely not top priorities.
For the middle column, Critical Hit and its upgrade right below it are nice, especially if you know machines down a lot, but they aren't necessary. However, the two skills below those, Double Shot and Triple Shot, are absolutely amazing and should be some of the first two three-point skills you get. Basically, while aiming with a bow, press R1 to nock another arrow to shoot, up to three arrows that you can shoot at an enemy. This is especially great for elite/heavy humans, as well as targeting the weak spots on larger machines.
The last column of skills in the Brave tree revolve around making the spear stronger. Precision and Precision+ both make the light spear attacks have a greater chance to knock off armor and components, which can be great on smaller machines, but you're not going to be using the spear against the likes of a Thunderjaw or Stormbird. Even if it uses the same number of arrows, it eliminates some reloading time and you can prepare the arrows ahead of time (for a single ammo type per bow; no switching ammo types or else it resets back to a single arrow).
Forager Skill Tree
Lure Call is one of the better skills in the game, from beginning to end, as it allows you to hide and lure away a single enemy from a herd or to some tall grass for a lethal Silent Strike. Combat Override and its upgrade are only good if you like overriding machines; otherwise, ignore them. The same thing can be said about Call Mount+, which will always give you a mount (Strider, Charger or Broadhead) when you use it. Of course, you also have an unlimited use fast travel pack that you can purchase.
Healer and Herbalist involve your medicine pouch, which is an important source of healing in the early game (you should be using potions later), thus they should be a top priority. Disarm Traps will allow you to pick up traps, including the Tripcaster, that you laid down and didn't use. Tinker is similar and allows you to remove mods that you have placed on weapons/armor. This is especially useful if you have farmed a lot of purple, very rare mods and don't want to overwrite them.
The last column in the Forager tree centers around gaining addition resources, whether from gathering them yourself from the wild, when you loot machine kills or even when crafting ammo for your weapons. Gatherer and Scavenger are definitely two of the biggest priorities, especially in the early game, as you're going to need the resources from both sources to make both ammo and craft upgrades to your carrying capacities.