You can't "skip levels", but you can enter any zone you want any time in the game using following cheat:

@leavetozone(0,"name",0)
Instead of name you can use following strings to be transported to the various zones.

(for example, @leavetozone(0,"bz1g",0) brings you to the village on the first island)

Briefing Zones:

bz10k - New Green clan's residence
bz11k - Abandoned mines
bz13h - Fortress
bz14h - Last Shelter
bz15h - Old necromancer's tower
bz16h - Secret trading place
bz18h - Cave - meeting place
bz1g - Village

Game Zones:

gz10g - Tunnel
gz11k - City environs
gz12k - Abandoned mines
gz13k - Karansul's domain
gz14k - Forbidden catacombs
gz15h - Death canyon
gz16h - Wormheads' cave
gz17h - Necromancers' desert
gz18h - The city of Suslanger and its environs
gz19h - Portal