I am trying to figure out which of my skills I have already visited trainers for, so I wanted to know if there is an easy way to figure out which skills I have trained in, or if I need to go to every trainer and check.
No, the different icons on the various skill levels just indicate if there's a major change or bonus (called a Milestone) to that skill when you take that level.
In this sreenshot, the first point in Alchemy grants the Milestone "A failed experiment now results in an unstable potion" bonus. The second point in Alchemy does not grant any Milestone bonuses, so it is blank until you've taken it, and then the square gets a little "I" symbol in it (see the first point in Lockpicking in this screenshot, for example).
If there are any "green" highlighted skill points, this means that you've got a piece of gear or Destiny card that is giving you a bonus to that skill.
As far as I'm aware, there's no way to determine if you've visited any particular skill trainer without talking to them and asking them to train you. You'll be informed that they've already taught you when you try to pay them, and the option to take training will be grayed out.