Do I miss something permanent if I dodge the pixel monster in the hedgemaze via luring lights? and if so are there any other missable content like that?
edit: also are levels very important or not that necessary?
There's 7 optional scenes related to those - 6 if you run into the chimeras, and the seventh once they're all done. You can always go back and do them if they've been missed up until a specific point; where you'll be told that something hasn't been completed and asked if you want to continue without doing them or not.
Levels are related to that - they're not really used for anything game-wise, but after each encounter it lowers; with the final extra scene available once it falls to 10.