Side quests give a pittance in XP compared to Main Quests, so if you're concerned about leveling quickly, the Main Story is much faster. But the XP you get from quests drops off to basically zero if you're too far overleveled, meaning if you skip the side quests to come back later, they won't give you anything. Just FYI.
The fastest way to earn points is Places of Power. Activate them (usually 8 in each map area) for a free point. That's a lot of extra points to mess around with.
As far as skills, depends on what sort of character you want to be. The easiest to focus on at the beginning would either be striking (Fast Attack is generally more useful than Strong Attack), or Igni (Melt Armor) / Quen (Exploding Shield). Either way you go, I'd also pop one point into Delusion as it opens up new dialogue options that can lead to some easy XP. After you determine what sort of armor you'll be sticking with, put a point in ___ School Techniques (Cat for Light Armor, Griffin for Medium, Bear for Heavy).
As you start gaining levels and figure out your playstyle, you can keep going down the branches. If you're more of a sword fighter, go for Muscle Memory and Precise Blows. If you're going mage, invest points in Igni / Aard for crowd control (skip Firestream though, it's not very good; Far Reaching Aard and Aard Sweep is actually a pretty good combination for knocking people down so you can stab them, and Igni is fine on it's own when it applies a burning effect, so the secondary mode there is irrelevant). Active Shield (Quen) is a good secondary mode to help you replenish health. I personally wouldn't recommend investing in Alchemy until you've got a handle on the other things; you can make a totally overpowered character with it, but only if you know exactly what you're doing. Focus on Attack or Magic first.
Don't worry about investing points in the wrong things. Later in the game you'll get access to a (costly) potion that resets all your points and allows you to re-spec however you want.
