Yes, its OK to go back on board to shower/change/eat etc. and then go off the ship again providing you have enough time, we do that often ourselves. We may have an early excersion or something to do and then head back for lunch and then possibly go back out and do some sight-seeing or shopping. Just remember to bring along your sign/sail card, that will get you back on the ship.
Here is a link to some great information for people going on their first cruise, enjoy: