The higher a skill's level the harder it is to train because it becomes more powerful with each step with the jump from 9 to 10 being greater than those before it. You don't have to go to 10 in every skill all though you'll see most of the top glads do do that. A 10 in your weapon skill is a must though and many don't train anything else until they are there which happens around level 17 if you put all your points into it. If you don't have the patience for that get it to at least 8 before moving on and keep putting points into it every day along with your other skills you are trying to raise.