If you want to stay on pace with the main story chapters, you should look towards the level requirements of the required affinity missions for guidance. Chapter 9, (for example) has a minimum requirement of lvl 28 while chapter 10 can be done at lvl 33.
That said, I personally had quite a bit of trouble with chapter 10 at level 45+ with lvl 30 skells, so if you're looking for a challenge, I think the best way to go about it is to take the quest as soon as possible and then go back to do other stuff first if it's too hard after all.
Awesome, thanks. Yea that was my plan to stick to story for a while. The urge to explore with skells was just too strong and I overdid it.