TL;DR; another skill rant, mining/masonry/growing/armorsmithing are of utmost embark importance.
The skills that consume valuable resources, produce goods with quality modifiers, skills that are difficult to train, or skills that save large quantities of time are the msot valuable to embark with points spent in. Moodable skills are another fair consideration to make.
Everything else, though, can go un-invested. Milling, threshing, pressing, brewing, cooking, cheesing, woodcutting, furnace operatin', wood burning, potash/lye/soap, anything animal related, all fishing, spinning, bee industry, paper industry, gem cutting (but not setting!) all can be completely and utterly ignored. Likely that Stone/Bone/Woodcrafting can also be ignored, as some dorf will inevitably end up with one of these mooded by happenstance, unless you savescum.
Mining is excruciatingly slow to train at level 0 mining stone, the difference in mining speed is staggering, but it's the only non-quality-producing skill that is in constant use, and not having enough miningpower can drastically slow down your fort's progress and safety.
Building Design/Architecture is a necessity to have enabled, for sure, but it's a skill that doesn't need to be skilled up until you actually want to make opulent structures for meeting areas and the like, and then, only a single dwarf needs to bother. It can be trained, in a somewhat cheaty fashion, by locking an apprentice architect in a room full of boulders/blocks and having him repeatedly design rows and rows of archery targets, and then tearing them down after design and before construction stage. Just make sure he isn't allowed to be a mason whilst doing this. It is still a bit tedious so I start with it maxed on a single dwarf, and usually enable archi on a number of others, just to get the fort moving, but once it's time to !!DECORATE!!, it's this dwarf's time to shine.
Carpentry seems to level exceedingly quickly, probably because logs are so light that each job takes a small amount of time, and can be left to level naturally from 0. A mason who gets to work with Jet stone might level at a similar pace, but this is unreliable. Glassmaking and Pottery can be trained completely for free in ideal conditions, and produce the same goods as other crafts and can be ignored. The clothing industry can produce goods of incredible value, but it's also spread out over 3 quality based crafts, Weaving + Dyeing + Clothsmaking, and clothing dwarves is not a concern in the early couple years of a fort, and can be ignored at the start. Leatherworking produces only a single item whose quality matters, leather armor, everything else can be made by a tailor, and once you've gotten the caravan to bring you a bin or two of every available kind of leather, you'll be swimming in mats to level it with; it can be ignored. Stone detailing is irrelevant early. Bowyer would be important, if you couldn't make crossbows with weaponsmithing, but yeah. Ignore.
All of that leaves a few core skills: masonry, planting/herbing, weapon/armorsmithing, and mining as top-tier importance skills. Gem setting, weaving/tailoring/dyeing, and blacksmithing/metalcrafting are a set of similarly difficult skills to train, but have much lower importance than the top-tier. Also required are 1 point each in Appraisal, Judge of Intent, and Diagnoser.
I even say that weaponsmithing can be ignored, save for a sole point on the planter for mooding purposes; I am going to churn out metal bolts and metal spiked balls and trap components by the minecartfull at some point. All of my other starting dwarves have something moodable; mining/mining/carpentry/masonry/armorsmithing/planterweaponsmith/whatever the hunter gets, maybe bowyer, maybe leatherworking, hopefully not woodcrafting.