Can I skip lower grit whetstones, and just get a #10000+ grit whetstone?

Definitely not, unless you want a very polished dull knife. Sharpening is like a building an office tower - you start with a good foundation and works your way up. At lower levels, you repair major chips and bents. At middle level, you sharpen the edge. At higher level you polish your blade - making it more refined as well as aesthetically better. You simply cannot build the 100th floor with nothing below it. If your knife is not sharp after your #1000 whetstone session, it will never become sharp with higher grit stones.