Reading through the Kingdom rules I was struggling to assess the value of different kingdom skills, given that both actions and buildings are gated behind different proficiency levels so I made this spreadsheet to assess the skills:
Kingdom Skill Benefits
Some initial observations:
Industry Trained is good bang for your buck unlocking 10 different buildings and 1 action.
Magic is modest value initially (but has a very useful untrained action) but grows in vale with further investment
Trade trained is a solid initial pick, unlocking 2 useful abilities, and 4 buildings, like magic it offers value the more levels invested.
Agriculture seems very lackluster, unlocks no skills or building, probably best to ignore and use supernatural solutions instead. Exploration is nearly as bad.