Is there any way to queue skills for training?
Nope. They need to be manually changed through the game client.
So far I'm mostly just training learning skills unless I actually need to unlock something, is there anything else important I should be doing early on in the skills process?
The earlier you get your learning skills done, the better. However, they won't really help much if you don't end up playing for decent amount of time (like several months). My suggestion would be to get all the basic learning skills to 3, then work on other skills- Engineering, Electronics, Gunnery, etc. Once you have the skill set to fly a cruiser, then you can make enough money to afford the advanced learning books (4.5M per) and can start working on your learning skills again.
Does a system's security rating affect the missions or npc pirates you get there at all?
In general, the lower the security rating, the better the reward from the agent. NPC pirates get progressively tougher the lower you go in Security rating- you won't see anything but frigates until about .4 or so; Battlecruisers show up in .2 (and I THINK occasionally in .3), and you can get all sorts of stuff in .1- interceptors, multiple battlecruisers, even the rate battleship. 0.0 is even tougher if/when you get there.