You can do whatever you want to! There aren't any NRoLfW police out there making sure you go by the book.
I would, however, at least try the first stage a few times. The great thing about a lot of the exercises is that they are exercises that work many of your muscle groups all in one. So, you don't really need all that many exercises. Also, if it's too easy, you simply increase your weights until it's challenging. Surely you haven't maxed out the Oly bar, yet. If you have, you don't need NRoLfW!
It really is that simple. It's not meant to be crazy complicated because that isn't necessary.
If you can't get to the point where you challenge yourself on any workout, substitute a similar but harder version. For example, if you're already a pro at standard planks, try them on a swiss ball, at an incline, etc.
I don't see there being anyway for anyone else to tell you if you can skip Stage 1. It's your workout!
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