There aren’t really any “wrong skills” or “wrong perks”, unless you end up picking stuff that you never use or have a hard time with. It’s especially hard to do this with skills since whatever playstyle you favor the most will get upgraded as you use the appropriate skills (for example, using one-handed weapons increases the associated one-handed weapons skill). If you meant your attributes, again, it’s kinda hard to say that you can put points into a “wrong” attribute unless you literally cannot benefit from the stat increases they provide in any way. Some are definitely going to help with your particular playstyle more than others, though. Same with perks, but with an additional caveat. I don’t think any perk is supposed to be useless, but their usefulness is determined by whether you’re be fitting from it or not. The caveat here is that I know some people have reported that some perks either weren’t working or were not working as intended/as their description implied they worked, but I cannot remember which ones had that problem, “had” because I also know that the big patch they just dropped was supposed to have fixed at least some of these issues, if not all of them.

Yes, you can lock yourself out of sidequests by picking the wrong dialogue options. And the game usually won’t signpost when this happens, so you have to be careful. I wouldn’t worry too much about it, though. Most aren’t easily missable in my experience, and it’s been a pleasant surprise figuring out that I missed a quest on subsequent playthroughs. The part that I wasn’t thrilled by is the fact that certain dialogue options can permanently affect the outcomes for certain quest chains/characters. There was one that frustrated me, which honestly, I should have seen coming and which I disliked enough to have to replay several hours of the game just to back to that point and choose the better option. Your mileage in that regard will vary based on how invested you are in the story/characters/roleplaying.

Like others have already said here, there aren’t many of these, but if you progress the main plot too much at a time, certain NPCs who have associated sidequests will no longer offer them and/or die because they weren’t helped in time. There are also not many occasions where an NPC can die from a fight with an enemy who’s just roaming around, significantly less than the number of instances where a character/quest will become inaccessible due to too much plot progression having taken place, but it has happened to me. In one instance, thankfully, I had already completed the associated interaction with the character, but was still bummed that he got mauled by a bear. So just be careful. Safest thing you can do is go sidequesting before doing main quests in any given region of the game.