Biggest thing is just to get out and get experience racked up with women, dating, and relationships. You can endlessly speculate about a thing when your experience with it is limited; if you sit there and try to figure out what life is like on some foreign continent, for instance, you could spend the rest of your life drawing up guesswork and hypotheses and speculation, reading books from people who've already gone and visited to try to flesh out your understanding. But the only way to really find out for sure though and put all the speculation to rest would be to hop aboard an airplane bound for that continent, and get out and go exploring and see how it really is once you arrive.
As for whether it's "worth getting good at girls", that's entirely dependent on you. I can tell you I'd do it again a million times over, even knowing how insanely hard it seemed to be at first and how much emotional duress it put me through, but then, this is the only life path I've gone down - maybe had I sunk all my time into building a huge business in my twenties, I'd have a different answer. Personally, I don't think so; even if I had a big business, the idea of knowing business-building and marketing but finding women still challenging and mysterious strikes me as not a place I'd like to be; I'm much more content with women being straightforward and simple, and business being the thing I am gradually unfolding now instead.
I think it mainly comes down to "Can you take the pressure of front-loading the work and pain, and are you forward-thinking enough to... and do you even WANT to?" Most people will never start a business, because it just seems WAY too hard; so, instead of slaving away on something for 5 to 10 years, then having more money than everyone else and being free to do whatever they want for the rest of their lives, they phone it in at a 9-to-5 for 40 years, then leave with little money to their names and probably still need to work or reduce their standard of living in retirement. Same thing with girls; chance are, unless you're the shiest guy in the world or never take ANY action with women, you'll fall into a relationship eventually, if not now, then perhaps later once girls in your age bracket have aged out of the "sleep with sexy bad boys" phase and turned into the "look for a reliable husband" phase, or you may meet some cute foreign girl whose looking for a husband straight-up, without caring for a bad boy phase.
But then again, most people don't care THAT much about having abundant choice with money, or abundant choice with women... they desire it; it'd be nice; but they don't want it SO bad that they're willing to put in the backbreaking work to get it.
It's all opportunity-cost; for some guys, the cost is low enough that it's worth doing to secure the opportunity. To others, the cost (in pleasure, in relaxation, in comfort, in emotional calm) is too great, and not worth the payoff. Each man has his own lines, and won't be pushed too far from them in either direction by anyone... he'll go as far as he wants to go, and no farther, and it's really just all about you want what you want and that's about it.
This can also change as your life changes - when I was 18, I knew I NEEDED to start approaching women and build up a skill set with them, but after a few failures I was so defeated that I shelved the idea for almost 4 years. I didn't wake up to it again until I was in a different place in my life, where I felt like my other options just weren't working, and, heck, why NOT? I still cared about rejection, but compared to what lie on the other side of it, it started to seem progressively less intimidating.
Sometimes, there's something you want to do, and perhaps later you WILL do it, but now is not the right time and you're not in the right place in your life to begin it, for various emotional reasons (things like "I don't have time" aren't really valid reasons, since people live the lives they build - if something's important enough, people will make time; all rationale ultimately comes down to emotional wants, needs, and fears).