To add to what others have said, it is completely true that something like kung fu or karate won't help you much in an actual self defense situation. This coming from someone that did medieval martial arts for three years (so swordfighting basically) and tae kwon do (a sport designed to wrok only in tournaments) for two.

It might have worked when these styles were first developed, but it does not now.

Guy has a knife: MAYBE your kung fu will work. A basic self defense class will work better.

Guy has a gun: lolno. Not unless he is a moron and puts it ON your head/back.

There are two things however that are good to take into account:

• Eastern Martial Arts, if you go to a more traditional place, have a focus on mindfulness, posture and being in the moment, all of which are great 'soft skills'.
• If you really want to learn a martial art for self defense, look into Krav Maga. No sparring though because you'll kill or severely injure your partner. Alternatively, if you're in the US, you could learn gun use and safety.

Apart from self defense, any martial art is a great confidence builder and pretty damn good for general fitness.

To add some usefull other skills to the list:

• Graphic Design - fun, useful on your job (you can have the best idea ever but if it is badly presented nobody will take it), can easily do freelance work with it.
• Coding - no but seriously. Even if you don't want to make something, the particular mindset of how a program works is incredibly useful. Even just something like codecadamy.com
• Whatever was your worst subject in school - mine was maths. I can't stand having that thing in my head that, whenever numbers show up, STILL goes "oh no i am suck at maths, let me get a boy to help me". Khanacademy is a good resource for maths in particular. Geography is useful if you take the broad term and learn about how the world is formed, why do weather patterns happen, what is climate, etc. History is just WAY COOLER than school ever let on, pick a non-US continent and go 500 years back. Learning a language is always useful. Whatever you end up doing, it's not so much about the knowledge as it is about doing that thing that your brain thinks you can't do. Constant bad grades and not understanding the classes leave an impression, seriously.

The book How to Make Friends and Influence People was written in the fifties and you should keep this in mind. If you take it too far you will come off as a creepy salesman. Here's skills you can substitute:

• Learn to read and use bodylanguage
• Learn smalltalk: Ask about people, what do they do, what do they do for fun, ask followup questions: why that job? what do they enjoy about it? what do they like about their hobby? what is their favorite/the best (insert hobby-related item here), and why? Surely they do something that you don't, either as a job or as a hobby, have them explain it to you. People love to talk about themselves and the things they enjoy.
• Related, learn introspection. Learn about yourself. Learn to give answers to the questions above that aren'teither negative or dead ends.
• Learn to remember things about people. Small things that you can bring up later like, "Hey by the way how did it go at X", or "Didn't you go to Y on vacation since I last saw you, how was that?". But maybe don't keep a creepy rolodex of whatever you find out like the How To Win Friends guy suggests.