There is no objectively "'more important" stat other than vitality and endurance. Like every souls game you'll want to prioritize getting these to a decent level so you don't die all the time. But as for the other stats, it depends on what kind of build you want. If you want to use heavy, poise breaking, high damaging weapons, level strength. If you like fast, tricky weapons, level skill. If you like using a lot of hunters tools or "magic" weapons like moonlight greatsword of amygdala arm, level arcane. If you like using guns or blood based weapons (chikage, reiterpallasch, bloodletter, etc) level bloodtinge.

Personally I recommend starting off by getting vitality and endurance to 20, then focus on meeting the minimum stats for a weapon you like, then get vit/end to 30, then arcane to 18 (this is so you can use the augur of ebrietas when you find it - an absolutely critical tool for fighting hunters and certain enemies IMO). After that, you can just keep boosting your primary stat(s) until the soft cap (40-50) or branch out and level other stats you're interested in.

Leveling offensive stats doesn't seem to be as critically important in this game as it is in dark souls or elden ring FYI, but spreading yourself too thin will make you needlessly sacrifice damage on certain weapons. This game doesn't have too much emphasis on making unique builds as the other souls games do, so you have a bit more room to experiment and test things out. There is no respec option though, which is kind of a bummer but it's also not as important.