So many skills

[whswhs]

I recommend putting together your own list of which skills fit your scenario. If there are no cinematic martial arts you leave out the esoteric skills; if it's a low-tech environment you leave out the skills based on advanced technology, and so on. You can also leave out the academic skills if it's going to be a purely adventure-focused scenario.

The other thing I recommend is not giving your players a list of skills and asking them to pick. For a one-shot, do pregenerated characters. But even for a continuing campaign, ask them what they envision their characters as being good at, and figure out what skills apply. There's some helpful advice in How to Be a GURPS GM, I believe.