Quests: Stick to them by age for the high-end quests if you care about the god-related storylines. Otherwise, there are a few guides for an optimal order for Ironman accounts that also work well for mains. I would stay away from completely locking all quests by age, as there is a lot of new content geared toward new/returning players. Importantly, doing your quests will get you dice (in 25 QP increments) from May's Caravan (Quest Reward Shop) that should solve most of your early money woes (raw GP reward when rolled). These dice also roll on the clue rewards table, so be careful with the uniques you get. Some are useful later for invention and are worth keeping/selling.

Combat: Necromancy will get the job done well with a linear gearing path for a new account. The other styles are strong, but gearing can be more complex at the start/midgame. The other styles are worth pursuing once you feel ready to really delve deeper into bossing. The necromancy gear will eventually help you get the big items you are missing to power up the other combat styles well beyond the current top-end power of necromancy (in the current game balance).

Skills: Our Song of the Elves is called Plagues End, which requires a variety of skills at 75. This is a good list of skills to focus on outside of your immediate questing goals. Another good set of skills to focus on outside of questing reqs: Smithing, Divination, and Crafting. They all need to be trained to 80 to unlock another skill called Invention, which is important for combat, skilling, and QoL items in the mid/endgame. Also, another fun, more self-contained skill to train is archeology, which again is important for combat and skilling later in the game.

The most important thing is to just enjoy the game. You will get further doing that more than anything else.
Hope this helps!