You probably shouldn't skip your classes... Well... unless...
So at Yonsei University, class attendance is a huge component of your grade, unlike American universities. So - you should probably go to class. But at the same time, you're in Korea! It's time to explore. Of course, exploring during weekends is a given; however, find a balance between your classes during weekdays and find extra time.
In the video above, I came to a realization that skipping classes periodically is a great opportunity to try new things. I'm a huge hiker, so I've skipped class a few times to try new mountains! Skipping class also gave me the opportunity to see the west coast beach and... well... just watch the video. You can also see that a bunch of us skipped classes on Friday to check out Everland, one of the largest amusement parks in Korea (defintely go on T-express, even if you're scared of roller coasters).
Anyways, find a balance between class attendance and exploring Korea. You won't regret it.