NOTE: This is my opinion (and tbh, most other sword Lann players' as well) on what skills to rank up first. You do not have to rank them up in any order other than what you choose.
Main Skills:
These are your main skills which should be maxed (or ranked as high as you can for your level) as soon as possible.
Battle Respiration (http://vindictusdb.com/skill?i=Battle+Respiration): This gives you an enormous boost in stamina recovery while costing a small amount of SP. It helps in sustaining DPS as well as in survivability. It currently caps at A, so I'm unsure why the DB lists it at r6. Maybe it'll be uncapped in episode 8.
Slip Dash Proficiency (http://vindictusdb.com/skill?i=Slip+Dash+Proficiency): Max this ASAP as well. It is the entire reason to play sword Lann. Nothing else should be necessary to explain.
Critical Hit (http://vindictusdb.com/skill?i=Critical+Hit): Though it is very expensive, it's worth it. If you're low on AP, you can keep it at r7 for a while until you get the 610 required to rank it to 6 (this is what I did). Lann requires crits to use Gliding Fury, and sword Lann especially has trouble getting crits due to crappy crits on his swords (minus Recklus and Ivory) and a lack of Fury Infusion.
Smash Mastery (http://vindictusdb.com/skill?i=Smash+Mastery): As with all melee classes, smashes are your main source of damage. This is a pretty cheap skill while being one of the best ones to rank.
Strength Mastery (http://vindictusdb.com/skill?i=Strength+Mastery): Contrary to popular belief, it is far more beneficial to focus on strength rather than Willpower. For every point of Willpower, you only get .016%. Willpower makes a negligible difference in sets of even 100, so focusing on Willpower will not benefit you nearly as much as Strength. You will have around 900 Willpower in your 60s, which is more than enough. For every point of Strength you get, you get 2.7 attack, which is a decent boost in damage, especially in bulk.
Secondary skills:
These are skills which should be focused on after your main skills or by a certain level.
Gliding Fury (http://vindictusdb.com/skill?i=Gliding+Fury): Gliding Fury may be your main DPS skill, but it's not always a guarantee you'll be getting it off even if you crit. I'd rank it to E as soon as you get it, so you can get the extra 10%. I would definitely rank it to A before you're level 42, and get it to 9 when you get level 42. At rank A, you unlock the skill challenge for Lightning Fury, which can be taught once you have GF at rank 9 (or above).
Thousand Needles (http://vindictusdb.com/skill?i=Smash%3A+Thousand+Needles): I'd recommend having this at rank 9 as soon as you can, as the added Shockwave you get then is very good for clearing trash mobs. It's also pretty cheap to rank, so it really wouldn't be annoying to rank this to 9 by then. NOTE: the tool tip is misleading. Although it states that it no longer scales off of how many stabs you do after rank 9, it definitely does. Using up to 5 stabs increases your damage, with every stab after being a waste of stamina. The shockwave does not scale off of stabs, however, which means you do not need to waste your time using the stabs if you just want to use the shockwave.
Double Crescent (http://vindictusdb.com/skill?i=Double+Crescent): Though DC may not seem very good at first, it becomes one of your main damage skills by the time you reach more difficult bosses. It can also be used after Nimble Dash once you reach rank 9 with it, which is very useful. I'd highly recommend having it rank 9 by level 50, though it isn't exactly necessary.
Combat Mastery (http://vindictusdb.com/skill?i=Combat+Mastery): Though normal attacks are not your main source of damage, the shockwave (TN rank 9) as well as the new skill coming in episode 8 (LLRL) both scale off of Combat Mastery. Combat Mastery also gives you a whopping 48% additional damage, which is a pretty hefty increase when you include how cheap it is to rank. I wouldn't really focus on this, but it's something to think about with how useful the new attack will be.
Skills to rank as necessary:
I'm not going to include a link to these, since they're pretty self explanatory. I'm also too lazy to search them on Vindictus DB.
Plate Armor Proficiency: You shouldn't really bother ranking this until level 56, which is when you can wear the Sinister Half Plate set. There is no set you need to wear before that that uses Plate armor. Keep it at 9 unless you've run out of skills to rank up.
Heavy Armor Proficiency: Rank as needed. It's helpful if you're having trouble with weight, but once you get Weight Endurance, there is no real reason to rank this instead of WE. Keep it at 9 unless you've run out of skills to rank up.
Light Armor Proficiency: Rank as needed. Pretty useless once you reach Laghodessa armor set.
Cloth Armor Proficiency: Don't bother ranking this unless you want to wear Blood Silk. I'd suggest having it at rank A when you're in your 60s so you can get the extra 7 stamina from Enduring, of course. It's completely useless to rank up otherwise.
Twin Sword Mastery: Rank this ONLY when you need it higher to use a new pair of weapons. Not worth ranking simply because of weight; if you're overweight, your swords are not the issue. Just blame society for childhood obesity like everyone else.
Weight Endurance: Before ranking the armor proficiency associated with your armor, rank this if you need extra carrying capacity. It adds to your total weight rather than simply making one type of armor less heavy.
Complementary skills:
These skills are nice to rank eventually, but not really worth focusing on or ranking by a certain level for a specific bonus.
Lightning Fury (http://vindictusdb.com/skill?i=Lightning+Fury): This is not really an important skill to rank up. It provides only a bonus to Lightning Fury itself, which you will rarely be using as is. You'll eventually want to max it out, but I wouldn't waste my AP early on. Raise it to E for a 10% boost in damage for only 30 AP as soon as you get it, though.
Willpower Mastery (http://vindictusdb.com/skill?i=Willpower+Mastery): Willpower is nice to have, but at rank A this provides only around 2.2% crit rate, which probably won't make a big difference until you're higher level and fighting monsters with high crit resist. Ranking this early won't provide a benefit as your crit rate will be high enough you won't have an issue.
Agility Mastery (http://vindictusdb.com/skill?i=Agility+Mastery): Agility is nice to have, but it doesn't benefit sword Lann as much as it does for spear Lann. It enhances Stamina Recovery and Defense (.5 per point), while also increasing the damage of Gliding Fury, Lightning Fury, and Furious Seven. The stamina and defense are negligible, so you'll really only be ranking this up for a slight boost in damage.
Standing Endurance (http://vindictusdb.com/skill?i=Standing+Endurance): At rank 9, you can roll the way your character is facing as soon as you're knocked down. It can save your life multiple times, but it really isn't that important to rank past rank 9 until later. It's seriously cheap though.
Life Flare (http://vindictusdb.com/skill?i=Life+Flare): I put it in this category due to the fact that rank A Life Flare is required to obtain the 2% Crit Rate from the Swift Prefix, which, in my opinion, is the best Prefix for swords at rank A or below. Gallant is nice too, but I prefer the 2% Crit Rate to cover the fact that Vanquishers/Dreamwalkers have horrid crit.
Skills to rank up when you have nothing else to rank up:
Not going to provide links to these, either.
HP Potion Proficiency: It's quite useful once you get the hang of it. Until that point, however, it's useless.
Health Mastery: It's very expensive while only providing a minimal boost.
Defense Mastery: Same reason as Health Mastery.
Windmill: It does craptastic damage no matter what rank it's at. It's only used for knockdown, SP gain, or an easy Gliding Fury (right click when knocked down, use Slip Dash, then right click again to use Gliding Fury)
Gust Sting: I'm quite disappointed with this. Even fully charged, it does around the same damage as Gliding Fury. The damage is bad and the speed is bad; not really an important skill. There really isn't a reason to use this on purpose. The only times I ever use it are when I'm lagging or if I think I crit when I did not.
Campfire: A campfire is great for soloing raids/harder bosses, but until you get to that point, you can just leech a campfire buff off of someone in your party.
SP skills:
These are nice to rank up, but aren't worth focusing on. As such, I will simply describe their effectiveness. No links due to laziness.
Berserker Spirit: Until you get Furious Seven, you'll be spamming this as your SP skill of choice. It provides 340 ATT at rank A, it only uses one SP bar, and it buffs your entire party. It's extremely spammable in Hero Mode when clearing trash, so I'd definitely suggest ranking this up eventually.
Slashing High: Crappy skill. It uses 3 SP bars for a 20 second buff. I've only heard of hammer Fionas using it, but it's completely useless for Lann, especially sword. I wouldn't rank this until you quite literally have nothing else (except Meditation) to rank up.
Furious Seven: It is literally the highest damage dealing SP skill in the game. Although it costs all SP bars, it lets you use 7 Gliding Furies in a row with increased damage on each one. You're also invincible on it normally, but currently, there is a glitch which causes you to be able to get hit (normally only seen on Titan or Thor) or killed during it. Once you get it, you're better off saving your SP to use it as much as possible.
Skills to ignore:
Intelligence Mastery: Uh, yeah.
Meditation: Useless.
If I forgot a skill, it probably wasn't very useful. I did not list the spear skills as it is up to you on whether or not you want ot rank them. Eventually you'll have enough AP to have Twin Spear Mastery and Fury Infusion up to what you need (rank 9 for spear mastery, rank 9 for Fury Infusion), but I didn't reach that point until around 25000 AP spent. I also ranked them up when I had other skills I should focus on, though.