I think it would be fine to skip it if they aren’t ready for it.
But I also think you should think about why you are studying ancient mythology at all. As some said, there may be poeple put there who believe this stuff. But I don’t think you are likely to meet them. It is, fortunately, not a big thing these days.
The reasons I would give for studying ancient myths are:
1. Because they form the background of a lot of later western thought and references.
2. Because the Greek myths (and others probably but I am most familiar with the Greek) teach us not about gods but about ourselves. I am always amazed when I read them how human the gods are. All human foibles are there. And as we read them we can think about how these weaknesses appear in our own lives so as to avoid them.