Scanning skills are a must for WH space. Depending on what you want to do in WH space depends on the skills you want to train, you can do data and relic sites which require Hacking and Archaeology skill, you can do gas harvesting which can be very profitable with a rather inexpensive venture. Gas harvesting will pay for that venture in literally minutes. You can run combat sites easily in low class wormholes with the right fit but does take more time to get into then the other above options.
I also recommend using a service such as Pathfinder, its a tool you can use in your internet browser to map out WHs allowing you to go deeper into WH space and have a nice map.
Cloaking is also really important if your omega, if your alpha you can manage without using proper tactics.
Hope this helps and if you have any other questions feel free to ask me.