As Ernesto says, InfoPath tries to validate all of the form, so if you have included required fields somewhere else (In this case on another view), then you will be unable to submit the form and will receive that error.
One way around this (it's not pretty) would be to enter a default value to these fields, which would validate the required aspect of the form and allow you to submit. You could then hook up a rule to the button which takes you to that second or third view, to wipe these values, so the users would never see there was any data in them in the first place. I tend to add some information text, such as "please select a value" or "make sure to fill in this field" as my default value, that way if someone does get to that bit of the form, it is still giving them instructions. I then place a rule on the submit button for the later sections to only be useable when these values are changed, again enforcing that those fields have to be altered. Obviously on that first submit, if you looked into the database (form library) there would be data, but from what you are explaining, this isn't neccessarily a problem?
Have a go and tell us what you think.
Regards
Ryan