Hello Hohenstadt! Its nice to see that there are other new and confused GURPS players and it's not just me. I don't know if it will help you, but I had a really good thread discussing a martial arts character that I designed (with a LOT of help from people in the thread).
http://forums.sjgames.com/showthread.php?t=77096
I also have a text version of my character sheet available for your viewing. We started at 150CP but we're now up to around 180CP. In my character sheet, I try and explain how each advantage and skill that I took work, which resource book/page they appear on, and how they relate to each other. Not sure if you'll find it useful, but I'll put it out here anyway.
https://www.dropbox.com/s/j7o3flt0ae...gurps_char.txt
I've found this community to be super informative and helpful. I'm sure you'll get all your questions answered.
Remember, (as martial artists) we're all it this together. I'm pullin' for ya.