QfG2 is one of the easiest games to grind, mainly because sleeping for 1 hour restores all your stamina. So I'd suggest spending the first few days practicing with Uhura until you are exhausted, then going back to the inn, sleeping 1 hour, and repeating. You should be able to get your combat skills to 200 by day 3, or day 5 at most. As usual, sneak everywhere you go. Lockpicking can be practiced on almost every door, since guards are quite rare. For spellcasting, do it in the streets as well.
Moneywise, you can make quite a bit from selling stuff (see the job board), though you can only sell a finite amount of tails. There is also a bugged reward that you can keep getting the items.
Climbing is something you'll be hard pressed to train in 2, so best to wait for 4 to do so.

Don't hesitate to ask if you have any specific questions.

You can easily grind the climbing skill, first on the cliff near the Griffin nest, then once the game tells you that's too easy, the tree in the Oasis.

Honestly though? If you're not worried about maxing out for importing to future games, then you don't need to grind at all in QfG2. The difficulty of mandatory tasks is quite low, and later in the game you get the option to boost 2 of whatever skill you want by 50 points.

For lock picking you can pick your nose. I'm serious it works, just be careful early on if you are not skilled enough you can kill yourself.

Combat you can visit the Guild hall multiple times or venture to the desert at night.

sneaking is difficult as you need to constantly type sneak - walk over and over to get the most benefit.

Also near end game you can boost a skill using one of the wishes from the Genie.

Throwing you can buy a lot of daggers, go into one of the side streets and practice there, you can practice magic this way as well.

Two comments for this.
1) You can actually increase two skills (or stats), not only one.
2) You can increase a skill (or stat) over the 200 limit, up to 250. Works much better with rocks. Go in the desert, "get rocks" ( a few hundred should do it), then "throw rock". Do keep a few vigor and healing pills with you, it will hurt you quite a bit.

To avoid random encounters in the desert, either do that in one of the special screens, or do it while there is a corpse visible.

Ya forgot to type that, it is three wishes so as long as the last one is used to wish yourself to the final conflict the other two can be used for stat boosts.

And also forgot the rocks, they can cause a weight issue but they are a cheaper alternative.