No, you can't skip it, but Yes, you can start the first act in full motion.
What you are describing is not "skipping the first act". It is impossible to skip the first act because it really isn't up to you, the writer, but something that happens in the head of the reader or viewer.
We all start cold in a new story with new characters. Many videos start with full space flight action without naming characters. Or consider "That Seventies Show", the pilot episode begins with a bunch of teens smoking and getting high in a pot circle, all we are given is "Eric's Basement" as the setting. We are not told their names, which (if any) is Eric, etc. We are introduced to Hyde by another character we don't know laughing at a joke and saying his name, "Hyde!"
It is possible (and in my view desirable) to just "drop a camera" into some kind of action and start recording (in a book a metaphorical camera).
Consider this the opening of a story:
John pressed his back to the brick wall at the corner of the building and listened, but heard nothing. with the shard of mirror held in his left hand, he crouched and angled it to see if anybody was in the alley. Shit. There was Jackson, leaning against the gray metal door at the end of the alley, a gun in one hand and a lit cigarette in the other, his head bobbing in rhythm to some unheard music. John pulled the mirror back and sat squatted against the wall, his head against it. He put his hand on the hunting knife he'd just taken from Bobby, the only weapon he had. You are literally going to bring a knife to a gunfight. What's the plan, dumbass?
The reader must be given characters. In the passage above, John is the hero, I don't have to tell you that because the focus of a story is on the hero. Jackson is the enemy, so used to guns he carries one thoughtlessly. John did not come prepared, he is using a broken mirror as a sight, not any spy periscope to see around the corner. We are urban; brick walls and alleys. John took a hunting knife from Bobby, and it is John's only weapon? He likely fought unarmed and won against an opponent armed with a knife, Bobby, who may be dead in the reader's eyes.
We don't have to know the stakes yet, they are high enough John is risking his life to accomplish something or get into a building, and he isn't thinking like a professional, and he is up against an armed gang or Jackson wouldn't be guarding the door.
When we say the first act "sets up the world", don't take it as a literal call for exposition. Action and dialogue can reveal the world to the reader gradually. But you will STILL have a first act, because that is reader expectation: In your writing each character will still have a first mention. You don't have to describe them or give their background, anything important about their background will be reflected in their actions, what they do and say. You can introduce the world the same way.
Everything important about the "First Act" is just what is important about storytelling and producing a story people will like.
(speaking roughly) It is readers that expect the first quarter of the book to introduce the hero, give us at least a glimpse or idea of the villain, set up the world and the problem and stakes for the hero to solve.
It is readers that expect complications, setbacks, and changes of direction and problems demanding sacrifice for the hero that make it seem they will fail.
It is readers that expect the hero to eventually take on the villain head first and prevail (or fail).
Do not take the ideas of what is in each act so literally. Consider the three act structure as a distillation of thousands of years of telling millions of stories.
If magic works, you MUST introduce that fact early in the story, so early that the audience knows magic works when they encounter the main problem. It is the main problem that delineates the first act from the second; not a page count.
The same goes for every other unexpected feature. If 13 year old Katy just won the Kung Fu Black Belt World Championship for her age bracket, you better tell us about it before she ends the story by single-handedly disabling the two grown men that kidnapped her. Because something that unusual would have to be practically in the opening scene of the story and be reinforced throughout it. It could be an exciting story if her skills were real and frequently deployed and she was still kidnapped and held against her will, and finally exploited a mistake they made to escape and lay waste to her enemies, but not if we haven't been told time and again this is who Katy is.
Think of the Act Structure as telling you what your audience will rebel against, what will make them put your story down. Think of is a generalization of what any storyteller must accomplish in the Beginning, Middle and End of any story.
Beginning with action instead of exposition is not a bad instinct and it can work. But you still must accomplish certain goals in the beginning of the story, or you just won't have a good story.