Shieru-sensei: Any tips on where and WHEN to grind in this game?
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.