Simple way of explaining it is this:
If you select acrobatics as one of your primary skills, then you level up when it (and the others) level.
As you level, enemies get harder. You want to avoid this so you can level your powerful abilities first.
Efficient leveling means picking skills as your primaries that you ARE NOT going to use often, yet are easy to level, such as acrobatics (jump a lot) or stealth (leave the game on with you in stealth mode).
What that means is you can get your good abilities as powerful as you want, and then level up as you please.