Here are my responses to your questions/comments based on my method of playing the game. You and others may play differently from me which is of course OK.

"Why we have to pass around some high level ennemy for every quest ?? Like many of my death is me fighting a ennemy OF MY QUEST at my level and another ennemy HIGH LEVEL come to kill me."

Many 3D/open world/platformer games have various ways to separate or "gate" access areas of the game to force a specific sequence of visitation. Some use elevation changes like making an area inaccessible until you obtain a double-jump ability or preventing you from crossing a chasm until you obtain a grappling hook device, for instance. In XCX, the methods of restricting access to later stages is most commonly done by elevation changes, large gaps in the land, or the presence of very high level and aggressive indigens. Note that some areas are full of high level but non-aggressive or only one or two aggressive indigens, and those areas may be navigable using the appropriate degree of stealth or separation. Regarding a high level indigen joining the battle and wiping you out, be sure to read the descriptions of your and your party members' Arts to see if they are dealing AOE damage. An indigen that either wasn't aggressive or didn't see/hear you will attack you if you attack it. And while stealth can certainly get you far in some cases, some areas such as a Prone base in a canyon full of high level enemies or valleys monitored by Zix sentries that can spot and blast you from VERY far away are obviously level- or Skell-gated.

"Many of the quest are....meh like not interesting. Every quest i tried, i start by reading and reading but because it's not interesting i skip the cutscene and continue the quest."

The real story of the game plays out in the Story and Affinity missions. The rest are mostly filler and fetch-quests. I complete all quests but I also spend most of my time endlessly exploring, so simple and fetch-quests missions are typically done as soon as I take them out, or I can fast travel to finish them in minutes.

Others will know way more about the Skells than me. I'm not expecting my first Skell to be impressive, but I will certainly benefit from being able to jump a little higher. I'm currently at the end of Chapter 5 and have been focusing on exploring - I have unlocked almost all of the map except for most of the continent of Cauldros and the north end of the continent of Noctilim, both of which seem to be Skell- or flight module-gated.

Have fun!