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You probably want to do this, ideally with other players, but this can also be done with multiple accounts. The problem here is there is too much for any one player to do (unless they are a very old account or otherwise have a lot of skill points) so splitting various roles out across multiple accounts makes sense. A single account can handle some of these roles, e.g. someone who does mining will also have Industry skillpoints suitable for manufacturing. Possible roles include:
Most characters will need at least a little of PvE combat skills, as that can take you though various missions for faction standing gain. Or you can sit in a station all day and trade, you do you. Alas, most of my characters started out before I learned all the above and the benefits of specialization, so they tend to be somewhat cross-trained and have skills a bit all over the place. Currently there's the exploration account (really good scanning skills, covert ops, Sisters of EVE ships) which being the oldest account also has skills all over the place; the combat account who flies a Sabre real good and battlecruisers too for PvP or PvE but also has some industry, trade, and resource processing skills; and a third account that is newer and mainly does mining and hauling and salvaging. Industry and trade and resource processing might ideally be done by a fourth account, or maybe you can find someone with perfect refining skills and get the goods to them.
Speaking of space trucking, there's a song for that (and a Cowboy Bebob episode).
Another method, used in addition to core ship fitting skills, is to train into a specific ship to be really good if not perfect at that ship. Usually this will be to fill some doctrine fit, e.g. to be really good at flying a Sabre, which will require good navigation skills, Interdictors V, excellent gunnery skills, and so forth. Once perfected (or "good enough") another ship fit would be targeted, possibly alternating with core skills, as more advanced ships like a Vagabond require higher levels in core skills. Ideally the ship types should have some overlap, though you may end up with PvP and PvE ships that do not share weapon systems. Such is life. A downside here is knowing what you want to fly and going for that, which may not be possible until you try out a ship or a role to see if it works for you. Maybe focus on core skills early and use the skill assistants to try out various ship types and roles so see what works for you?
Another option is to train "good enough" and fly in a gang, where numbers will help make up for any lack or perfection of various skills. This is less of an option for someone who flies solo, as in a one-on-one fight skills may be the deciding factor, though of course better manual piloting (distance of engagement, speed, etc) can also make a difference. "Good enough" skills will let you try out a variety of ships, or fly for variety if what you fly depends on what mood you are in. This may not be the most ideal for ISK maximization or skill perfection, but could be more fun.