Valheim is usually split up in to different 'Biomes'. The bosses for each Biome are meant to be a flag/checkpoint to let the player know that they have progressed far enough to move on to the next zone. But just because you CAN start exploring the new zone, that doesn't mean it'll be easy. Here is a few tips...

1.) When you first start exploring a new Biome, only explore during the day. (Mob spawns TRIPLE at night.)
2.) Things in crypts/burial chambers do NOT respawn, so once you kill it it's dead for good.
3.) Shields will be your best friend in a dungeon, always progress forward with it raised in the 'Guard Position'.
4.) You can use the doors built into the dungeon to separate skeleton packs. Try and bait one of the skeletons out into the hall and close the door behind him, then if need be back to a more open area to fight in.