Hello IZDemon,
Basically on New Worlds Ateraan you will have any number of skills based on several factors. First your race, then your background, then whatever guild you choose. These skills, along with your level and your statistics (strength, intelligence, etc.) combined together form the basic character you will play. And all of those attributes will affect hundreds of various things in the game.
With that in mind, your level and your guild will grant you certain powers beyond the innate powers you get based on your race and background. With every power there is a description that explains how it works and the skills or other attributes that affect it. This will give you some idea of what to train.
As Snowtroll explained, you must choose what is more important to you, guild levels and powers, or skills within those guild levels. Some players like to even out the skills and guild levels, while others like to be strong in certain skills and let the guild powers come later, and still others like to advance the guild levels and gain powers while letting the skills come later.
It is really up to you what you decide and by playing for a time you will get the feel of what is more important. With numerous guilds, races, skills, powers, and backgrounds, you will surely be unique in the world.
But keep in mind, what is really important beyond all those guilds, powers, skills, levels, and stats, is your ability to roleplay and how you can work your social, political, and religious skills to your advantage, because no matter how powerful you get as a player it will pale compared to your roleplay prowess.
Good Luck!