A lot of people recommend weight training except that weirdo
MidGenRefresh

. It helps increase your encumbrance and just gives you a little leeway on planning your trips back to sell things. Yes, it doesn't change the game but I find it makes it smoother and more enjoyable. If you do want to level that up, it's worth it loading up your weight and flying to a low gravity planet like Mars and doing sprints for 45 min while a podcast is on. You'll be able to run much, much farther at low gravity and level it up faster.
Crafting is a lot more important in this game than you would first think. Makes sense as we're not really super heroes in this game, but scientists collecting raw materials all the time.
I had a hard time leveling up stealth at first. I recommend going to a forest / jungle planet with animal life and doing sneak attacks on them over and over to level up very quickly.