Clear retainers? Is it okay if I skip ahead ?

You may skip to the next one but to get the best results, you need to follow the order closely.

It should be fine for you to skip ahead to the next retainer, but just make sure it fits okay.  If you can't get it to seat, contact your dentist and have them reorder the broken one for you to wear for two weeks before going to the next one.

If the first one has broken, you can try to move on to the next one. As long as you are able to get the next one in then it will be fine. If it does not fit, then you may need to wear the first one for a longer period of time and have a new retainer made. 

Usually the difference in one tray in minimal therefore it wont make a significant difference in the long run, the key is to make sure that you stay on track with you trays as much as possible for optimal results. 

As long as you had the previous tray for at least a week,
you should be okay to go forward to the next one. You don’t want to do this too
often, but once in a while it should not affect your treatment.