Having "but" and "certainly" next to each other is fine. I'd advise you include the comma after "but", as well; there is a rule in English that states that when you have a coordinating conjunction between two independent clauses, you should include a comma before the conjunction(source). As such, the second construction,
We will have a lot of skills, but, certainly, we also have limitations.
is definitely correct.
As for the first construction,
We will have a lot of skills, but certainly, we also have limitations.
I'd advise refraining from using it if you're writing in an academic context, as unless "but certainly" can replace "but" as the conjunction of the sentence somehow, it doesn't follow the rule we talked about earlier. However, if you're writing fiction or in an informal setting, then it's totally up to you (I've seen some authors include/exclude commas in the past in order to better express how their character is speaking).
On a different note, you're using a different tense when talking about having skills than you are when you talk about having limitations. If you truly mean to say "We will (in the future) have lots of skills, but we also (currently) have limitations" that's fine, but if you instead mean to say that you'll have both skills and limitations in the future, you should change this to "We will (in the future) have lots of skills, but we will also (in the future) have limitations".