In Old School Runescape, there are two different types of skills. They're either OSRS Combat skills that deal with actual combat or OSRS Non-Combat skills that are more for skilling or gathering. You gain combat levels when doing OSRS combat skill training, while when doing non-oldschool runescape combat skills, you don't.
1 - Attack
2 - Strength
3 - Defence
4 - Range
5 - Magic
6 - Prayer
7 - Hitpoints
Training these skills is helpful with an OSRS combat skill guide to tell you the most efficient or most profitable methods of training based on your preferences.
Once you determine the type of account you want, you should start training. For example, it's expected that pures will never train defence, making their account as low as combat possible with vital offensive stats but maintaining a low defence level.
Range or Magic would be great first choices if you're a player who plans to train every skill. These styles are OSRS's Best combat skills because they're quick to train, and you're hitting your target from a distance. Being able to have distance allows you to use walls, fences, and other obstacles to fight your opponents without them being able to hit you.
Prayer is also an enormously influential OSRS Combat skill. Having 43 Prayer protects you from Melee with protection from Range and Magic already being unlocked, which allows you to defend yourself from attacks against all three styles of OSRS Combat. This prayer is beneficial when exploring the game, doing quests, or fighting bosses. Training Prayer takes little time to accomplish, making it a valuable skill to train early on.