You can skip the War Arc in Fire Emblem: Fortune's Weave, but while it's not necessarily the best choice, it's not a terrible one either. Whether it's the right one for you depends on where you're at in the game and what you're hoping to get from this part of it. You have the option to do this when you interact with the Strife Obelisk, which appears after you complete Act 1 as any of the Flame Lords. You can also ignore the obelisk and go to the door, though if you do that, you won't bring any of your other units to the final campaign.