No, the marginalists are important, and Keynes is an extension of their work.  I wouldn't skip them.  Nor would I skip the early-20th-Century Classicalists, like Marshall and Pigou, because those are the two men Keynes was critiquing in Book I.  I've never seen a Pigou book outside of a library, but you might have better luck in Britain.  Also, Mises is a terrible writer, but important, nonetheless.

Be nice to America. Or we'll bring democracy to your country.