While you are in Rookgaard, whether you have decided to be a Knight, or undecided about your vocation, it is unnecessary to train your skills. A Knight is a melee fighter. Therefore, as a Knight you have to improve your melee attack skills and shielding skills. Also, it is necessary to raise your magic level in order to use runes to your advantage.
However, it is not required to raise your distance weapon skills guide for Japanese Knights, fist fighting skills or fishing skills. Knights advance slowly in distance and they cannot do a significant damage using a distance weapon. Therefore, having distance skill at 10 (right at where it starts) is more than enough for a Knight.