It's not rude to only eat what you want. I don't have a big appetite & often skip courses. It will be considered rude to ask to have your entree served while others are still eating earlier courses.
As other posters have said the waiters won't serve you out of order. However, they will serve you 1 or more appetizers as an entree if that is your perference. I also convinced one to serve me a smaller size of a main pasta course as an appetizer once.
The dining times are scheduled so you won't miss anything. If 8:30 is too late for you to dine, when you board, go to the maitre'd that day, as soon as possible, & ask to be switched to the early seating.