You're a bit underleveled, yes. The minimum you should be is high enough to equip all ship parts for the ship that you can equip (39 is the Mooshu Frigate I think).
The easiest way I've found to level nautical is to switch over to Avery channel and find someone fighting broadside. Their experience doesn't decrease if you join in, and fighting with another person to help makes the battles go SO MUCH FASTER. Even asking a lower level player to port to you so that "you can help them increase their nautical level" speeds up the process by quite a bit.
Probably are. I read a post how one player recommended you keep your nautical level roughly the same as your pirate level.
Haunted skyway ghost ships are at nautical level 31-34. The ships that start in Mooshu are even higher than that. You will probably have a very hard time fighting ships if you don't bring up your nautical a tad more.
Not too under-leveled, but you might want to fight a few extra ships here and there to up your nautical a bit, especially if you are looking forward to using the Mooshu skiff. If you have any friends that are at a higher game level, you might ask them if they could help you nautical up in Haunted Skyway, or take you to Mooshu to get some really good nautical.
As a rule (just for myself), I try to keep my nautical the same level (or above) as my game level. That way, I'll be prepared to equip my new ships as soon as I receive them.
Yes you are under nautical leveled for your character level. I usually keep my nautical level 3-4 levels below my toon level mainly because its harder to get nautical xp than character xp, but in essence there are enough ways to get your nautical xp up to par with your toon. You might want to go to an area of the game where you get good xp for nautical and sit there and destroy ships until you gain nautical levels enough to get by in mooshu. Mooshu has a some great spots to farm for nautical xp.i stay close to the skyway gates and level up my nautical until i can get by in the next skyway. If you are using crown ships and gear you can typically be 8-10 levels below your toon level and be fine. Good luck out there pirate.