STR increases your damage with melee weapons.
DEX increases your chance to hit. It also increases your chance for critical hit.
AGI determines how fast your action bar fills and your chance to dodge attacks.
INT increases how much damage you do with blood powers (magic).
Weapon skills increase your damage and hit / critical chance.
Trade skills have no effect on combat at all.
All ranged weapons should have hidden accuracy and speed stats. Automatic weapons have higher speed and rifles + schotguns have higher accuracy. High speed makes your action bar fill faster and accuracy increases your hit chance. For example, the dragunov rifle has much higher hit chance than any other weapon and you will rarely miss with it.