An example not quite off the top of my head is as early as Episode 2 "Soul Hunter". It's a goofy plot full of weird pseudo-scientific mysticism with a "special guest of the week" who basically never returns (excluding books and movies), so in most shows meets several definitions of skippable, but this episode also introduces Dr. Franklin, has several key Sinclair and Garibaldi moments, provides background lore for the Minbari and foreshadows certain Minbari things to come.
That's just the second episode of the season. (Truly a rough start for some.)
Another common example is "TKO". It's a silly boxing match episode, much of it doesn't do much for the series except set up some of Garibaldi's goofier side and maybe foreshadowing Garibaldi's flaws. But it's also the Ivanova confronts grief and her heritage episode, a key part of Ivanova's arc.