Where do I start? Great question! With so much knowledge and so many skills related to backcountry travel and self reliance, how do you prioritize them? If one must, here is our take in order of descending priority:
Backcountry Mindset - This one is difficult to get without mentorship. Here's a quick video primer that gets at it a bit. It is included in all of the Nature Reliance School classes to one degree or another.
Land Navigation - the vast majority of civilian survival incidents start with getting lost. Therefore, your number one survival skill and a key to backcountry enjoyment is effective land navigation. Here's a quick video primer, but you'll need to practice these skills on the ground. Craig Caudill literally wrote a book on it. RAT also teaches courses that cover it.
Stop the Bleed - this is one of those low likelihood / high impact skills that is quick and easy enough to learn that you should get to it sooner than later. Dark Angel, SOS, and Ugly Puppy all teach it.
Physical Conditioning - This is often overlooked, but it makes EVERYTHING easier. In addition to strength and endurance, physical training will also build mental resilience. The right kind of physical training - most notably a martial art - will also build focus and calm in the midst of high stress situations. Here's a quick video primer on physical conditioning.