Well, the main difficulty at the moment is that the majority of skills are not yet implemented, so what is in demand right now won't be the same as what will be in demand as new features are released. The character creation page has a listing of all of the skills and their current implementation status - the ones that death with piloting (of any spacecraft), comp ops, and leadership are generally sought after for a variety of tasks, but I wouldn't recommend focusing exclusively on those (and what you would be doing and whether it employs such skills really depends on which faction you join).
If combat interests you at all, you should definitely consider allocating some skill points into combat-related skills; although they aren't implemented for much just yet, they will certainly come into play later, and good combat skills will be in high demand as well. The same goes for R&D. Just focus on what interests you, rather than designing your character the way some specific faction might want it, and you'll be sure to find a place.