Make sure your players get as much experience as they can. If you have talented young players, try to give them playing time in the main team. Also make sure to schedule enough friendly matches to give your players the maximum friendly match experience each season. U21-friendlies are not so good for this because they give less experience.
Get an U21-squad. The U21 league matches you get will be a little worse than real league matches but a lot more players will be able to play. Even if you decide not to invest in a youth center, buying young players on the transfer market is a good strategy. You'll need to upgrade the youth center till level 3 to start the youth squad.
If you have players that are too old to play in the U21-squad and too weak to play in league matches, either sell them or fire them. They will only get worse. Sending them on loan to a weaker may be an option if you expect them to be good enough for the main team later.
Don't train all your players in the same way. A varied team is stronger than a specialised team. The main skill (passing for midfielders, scoring for forwards etc.) is always important but some secondary skills can also be very useful.
A midfielder with dueling will be good as defensive midfielder (DM). A midfielder with little tactics and only passing may be a very good corner taker, but will be weaker in the field, etc. A forward with dueling can distract defenders and allow another forward to score. A forward with high tactics can fool defenders but will be less likely to score if he can't.
Take some time reading about the different skills. It is hard to say what is best, so just try different things. If nothing else, this will give you more choices in your line-ups.
Tactics is a tricky skill. All players benefit from 1 to 1.5 ball tactics, but after that you just want to have more than your opponent. You don't want to have too much either because you'll have weaker main skills. Tactics can play a major role in the result of a match so keeping an eye on your competitors may pay off. Goalkeepers won't benefit much from more than 1.5 ball tactics.