What are the best combination of skills to use? I am just starting out and at least I want to know what is best for main person because he can't die so I keep his stuff forever.

Bulwark is acknowledged as the best skill as long as you do not have the game modded.

even for scouts/light mechs?

You want ace pilot for a light/recon pilot. The reasoning is that you can reserve to the very end of the turn. Take your scout to the back of an enemy heavy/assault mech and do a massive alpha strike. What ace pilot lets you do is to be able to shoot and then move, so the second turn you shoot and then get out of dodge.

It allows for 2 straight alpha strike to the back in a row

1) reserve to end of turn
2) move to back quarter of enemy and "fire everything"
3) be first next turn as a scout, fire everything using the ace pilot skill.
4) Get out of dodge!

First skill for everyone should be bulwark. It doubles the cover bonus of woods which is where you want all your units who might get shot to live during battles. It's an overpowered skill in the base game. :)

After getting guts to Level 4 to secure bulwark, I usually have one pilot go for gunnery level 4 (targeting), one pilot goes piloting (to get ace pilot eventually), and one pilot in tactics to get sensor lock. The final pilot should coin flip for gunnery or piloting.

The most important skill after bulwark (imo) is the sensor lock skill, but you only ever need one pilot with this skill in your lance. This skill lets you sensor lock turrets (or enemy) before they can see you and then bombard the crap out of them with LRMs or long range direct fire weapons. This makes all those "destroy base" missions much more viable and makes the LRM boat strategy a winning strategy. :)

Enjoy the game, it's pretty darn awesome.