Economy, get construction, castle infrastructure, and improved keeps going asap. Spam castle towns for extra money. You can mostly ignore the rest, or only spend tech points on it if it is almost free (from being partially filled already, from various factors).
Cultural, go for legalism and majesty. The rest can be filled at your leisure or is situational. If you are a catholic, ruling other catholics for example, you can pretty much completely ignore tolerance.
Military is actually in my opinion the most valuable group. Military organization is very important for extra retinue's which save's other troops and tons of money in the long haul. Siege equipment is about the same way. You can literally save decades of time being at war over the course of a game by staying on top of that.