The skills in Starfield have four different tiers per skill. The first one is free and only requires a skill point. The last three require you to beat a challenge before you can unlock the skill to use a skill point on.
For example, I upgraded the weight-lifting skill in order to increase my carrying capacity. I had to run 1,000M with at least 75% of my max cargo on my personal inventory. Level 3 and 4 require 2,500 and 5,000 M respectively. You’ll receive a notification on the screen when you reach the needed amount for any skill, so you will know when you can use your skill point.
The skills I focused on first were weight-lifting, persuasion, boost pack, lock picking (security). You will need to prioritize your skills based on your manner of play. If you wish to be a big Outpost builder or space pilot, you’ll instead need to invest in resource prices and surveying/scanning skills. There’s no level cap in Starfield, so you can eventually unlock all of the skills if you choose. Of course, the time involved here will determine which ones if at all you decide to unlock and in what order. Good luck!