You absolutely cannot miss any of the shows, Julie!
But don't you worry... the show is presented twice every evening at the Walt Disney Theater. If you have the late dinner seating at 8:15, then you would watch the 6:15 show. I usually recommend getting to the theater 10-15 minutes prior to the doors closing, to allow yourself time to get seated comfortably. On the other hand, guests doing the early dinner, eat first, and then watch the later show at 8:30pm.
These Broadway-style shows are pretty awesome! The entertainment standards on the Disney Cruise are definitely top notch and the best in the industry. You won't find anything else out there that comes close to a full Disney production on the high seas, enjoyed by all ages.
My family and I actually prefer the late dinner seating. It has never been an issue for us. My teens are usually busy all day, and they also snack very often during the day. It's pretty tough to go hungry on the Disney Cruise. :-). Should you get hungry in between meals or need a quick bite, there's always room service offered 24 hours a day. Plus, there's always food available at the Quick Service dining areas (burgers, hotdogs, fries, salads, sandwiches & ice cream) by the pool deck.
I hope that this information helps.
Have a magical day!
Dolly M.