That of course all depends upon your personal and financial situation.
If you have a family, you have to ask yourself the question, if something were to happen to me, would my family be taken care of? In that case, you would look at life, critical illness (in case you are ill and need to take time from work to get well) or disability (that will be income replacement if you can’t work in your vocation for an extended period).
If you are single, you can focus on covering your own expenses in case you have an illness or can’t work, so you would look at critical illness and disability insurance.