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"That man has a face. Arrest him, Officer!" - Chantyisms 2018
One of those redheads running around in the Ruairi server
You don't have to be in a specific talent to try out the other skills, like if you're interested in alchemy, just head to Tailltean (definitely misspelled that) and pick up alch skills and the cylinder. Same goes for magic, chain, etc. Simply start the skill quest lines, if any, and play with the skills when you unlock em. As you said, since you're under 1000 total levels, just reset your skills and try out the other skillsets. You might need to check the mabi wiki to figure where to unlock some skills though.
Close combat is generally a good start since it gives you base stats like STR, DEF, and HP which would help you survive along the way. But you don't have to do Close Combat at the beginning if it does not interest you. Aside from stats and whatever is meta, it boils down to your play style. Some people like ninja, some prefer chains. So on and so forth.
Most likely, you will be using skills across different talents. Being in a talent simply means you get stat bonuses from said talent and training those related skills is a bit faster.