In GTA Online it's important to have these skills in order to be efficient at any activities that the game has to offer.
Stamina - Difficulty (Easy), Keep sprinting while taking breaks
Strength - Difficulty (Hard), fight npc, playing sports (golf or tennis), hitting vehicle with unarmed melee attack
Shooting - Difficulty (Medium), Aim for head (headshot) and repeat
Stealth - Difficulty (Medium-Hard) Sneak behind npc and knock out and also repeat
Flying - Difficulty (Medium-Hard) Take flying lessons (LSIA Flying School), fly under bridge, fly near to ground
Driving - Difficulty (Medium) , Do near misses, drive against the traffic, speeding, stunts
Mental State - Don't bother increasing it, be a good sport (2000$-from time to time) and don't kill other players or griefing them
Benefits of Maxed Stat:
Stamina - Infinite Sprint
Strength - Jump off from higher buildings, inflict more damage, endure more damage, climb faster
Shooting - More accuracy, less recoil, faster reload time
Stealth - Easier to remain undetected, faster movement doesn't alert them as much
Flying - More control over air vehicle
Driving - More control over land vehicle
Mental State - Being clean is just good :D