Assuming you're playing 0.8 (Trunk is trying some crazy new thing which I'm not familiar with), how the XP works is that each time you gain XP to your pool, the system looks at the way you gained the XP (killed it with a spell, sword etc.) and tries to assign the XP mostly based upon what it sees. If you have a skill switched on, this proceeds as normal. (I.e. Kill with a Longsword, it assigns 40% to Fighting, 50% Long Blades and the other 10% goes to pool). I'm not sure about the exact figures, but something like that.
If it tries to assign something to a skill you switched off, only a small % actually goes to the skill (say 5% instead of 50%). The rest goes into the pool. It doesn't increase the % that goes in or change the priority, as far as I can tell, but then each time you use a skill, some of your pooled XP can go into that skill as well, hence the practice of Victory Dancing (type that into the
Bots if you want to know about it).
Early on in the game, you often will have 0XP in your pool since its too insignifcant in numbers to fraction it up.
But to answer your question, melee'ing with no XP isn't a waste, since you'll be killing as you go (presumably) and the above assignment will occur. However, you won't be Victory Dancing at the same time, reducing the amount going into, say, fighting.
Generally, when you start, leaving all skills on is actually best practice in my opinion, unless you're NEVER going to use it (say a MDFi and Stealth). You can start switching things on and off to specialise once you get past temple.