I've been a musician for almost 6 years now. I got my first guitar in July of 2004. Since that time I've learned to play guitar, bass, drums, alto saxophone, piano, ukulele, and some trumpet. In doing this, I've created an approach to learning music that works well regardless of instrument. Every instrument has its unique challenges, a saxophone can be difficult to play in tune across all registers, a guitar can play the same pitched note in many different places on the neck, a piano player has 10 fingers to coordinate at once. Despite this, if we take the correct approach to our learning, we can come up with a method that works just as well for a pianist as a saxophonist.
While I imagine these techniques would be valuable to any musician, they are specifically geared toward the improvising musician in harmonic and melodic contexts (sorry percussionists) such as jazz, rock, and blues. While a classical musician utilizes many of the same skills as the improvising musician, the contexts are different, and thus the skill development focuses and needs will also differ.
These are sequenced in order, not of importance (I would argue aural skills are most important), but of how they relate to one another. The basis of all musical production is music theory. Whether or not we choose to learn theory, any musical task can be explained with music theory if we choose to do so. Aural skills are basically "how music theory sounds." Intervals, chords, scales etc realized as sounds make up our aural skills. Instrumental technique allows us to apply what sounds we imagine in our head and express with our instrument. Rhythmic/time skills are the realization of the previous three skills in real time, the act of making music. This also includes the discipline of learning and understanding rhythmic structures (note durations, time signatures etc.)
I find this breakdown really makes it easy to see both where we focus
most of our energy (and where we need to spend more time) as well as
come up with a strategy to improve the learning process, and
troubleshoot our difficulties. Most guitar players I've met (including
myself) spend most of their time in the third category, instrumental
technique, and would benefit greatly from working an aural skills. We
all have different areas of strength and weakness, and hopefully
thinking about these areas can help you find success. Continue on to the First Element of Music: Music Theory