Finally my rogue (10th level) managed to get the ninja profession and I just reached 2nd level on it.
The problem is that I am not sure where to put the skill points.

Being a Ninja i have access to the Kung Fu skill, but i don't know if is it better to continue using daggers or start training this new skill.

My current rogue skill

Dagger: 4
Throwing:1
Traps & Locks: 6

You can empower daggers with very powerful blessings/enchants. You can't really do so with fists :)

But over time you will be able to max both - Daggers and Kung Fu.

Due to bless/chant, weapons can always overpower Kung Fu. For a "normal" playthrough, it won't matter that much either way, though, since money is limited. However, a fun trick later is to equip an Underwater Breather in the 2nd hand. Your Kung Fu can now strike twice! The chance of 2nd strike hitting is based on your 2nd Weapon skill. Vampires also can get very many attacks at night time per round with the quick Kung Fu strikes.

Thanks for the replies,

I am wondering if the Cloak of Night trait success chance depends from the Stealth skill, or it's a separate thing, because i remember unlocking the stealth skill by gaining the Sneak trait.

They are slightly different, Sneak being complementary to Cloak of Night. The traits table linked below may make their exact usage more clear. Backstab makes the Cloak even more useful, but Invisibility spell+Backstab makes Stealth/Sneak/Cloak a bit pointless (except Sneak+Cloak if fighting head-on and want to be targeted less). It can also feel cheat-ish, though, since Invisibility stays on after striking (in my game, at least). So if feeling you're taking cheap shots with your Backstabber, keep the Cloak of Night.

http://hclark50.tripod.com/traitstable.html