Thanks for all the responses!
I did take the MSF course and passed, the problem is that the course only required us to go into 2nd gear and not higher, which is why I was questioning if I could shift multiple gears at once. I have driven a manual transmission car for a long time, it is just way different when doing it on a motorcycle.
I know you guys said shifting down multiple gears is okay, but how about shifting up? I think it would be okay as well, but the scenario I am visualizing is: when I forget or lose track what gear I am in (lets say I am in 4th and I am slowing for a turn and want to be in 3rd), I will down shift to 1st, to find out where I am, then shift up to be in 3rd, is that okay? shifting multiple gears going down, then going up?
Thanks again