For everyone without exception: wisdom, logistics, earth magic, air magic.
archery (for Castles with good ranged monsters)
For a warrior, additionally attack and defense.
For a secondary hero, tactics, literacy, scholarship, own property, navigation (if there is water), intelligence, ballistics, reconnaissance, resistance—basically all those skills that you would never give to the main hero.
If there is a lot of diverse terrain (swamp, sand, snow, lava etc.), then pathfinding can be taken.
Depending on the game, leadership, luck, water magic, and of course diplomacy can be very useful.