After you complete TW3 main story can you still play

The main story quest on Skellige is marked as level 16, and it is not particularly difficult combat-wise. You should have no issue doing it, and it'll give you a nice bunch of XP.

There are some other quests on Skellige around level 16-20, so there should be enough to do there. You are more likely to accidentally run into enemies that far outlevel you on Skellige, so you have to be a bit more careful.

Equipment can matter a lot, so if you're having a hard time make sure you have the appropriate witcher set items for your level, or other good gear.

I did switch around Skellige and Velen/Novigrad between levels 15 and 19, there is content on both maps for these levels. I'd recommend to just try out the main quest on Skellige, it should help you level up and you'll find a few more quests for your level on the way. The main quests grant a lot of experience, more than anything else you can do.

Not sure if this is really an answer, or if it's too close to being a spoiler, but from my perspective there are several major plot lines that you end up pursuing:

• Ciri's struggles with the Wild Hunt
• Your own personal future (Yennefer? Triss? some other path?)
• The upheaval and near-civil-war situation in Novigrad, as the major influencers and organized crime syndicates jockey for control
• The future of Skellige's warring clans
• The overall course of the war (Emperor Emhyr, King Radovid, etc.)
• etc.

At several critical points late in the game, that first quest/plot line needs to be fully resolved, but once you decide that you will move ahead with Ciri's struggles with the Wild Hunt, you are no longer able to affect these other plots; your decisions, choices, and actions w.r.t. those plots become complete and their outcome is determined.

The big warnings are telling you that you are nearing that point.

And, in particular, you are about to "frame" the battle with the Wild Hunt, in terms of deciding who is on who's side.

You'll still have at least one more major chance to go and influence some of these other outcomes, but pretty soon the only outcome that you have left to influence is Ciri's.

So, if you care about, say, Novigrad, or Skellige, or King Radovid, etc., now is the time to make sure you've pursued all your opportunities to influence those outcomes.

And if you aren't confident that you've figured out who are your friends and who are your enemies, you should probably spend some more time doing that.

Then go and face the Wild Hunt, straight on!