The sentence you wrote is mostly correct and easy to understand! Here's the sentence with a small improvement for better clarity:
Original sentence: When you wear ice skates, you can keep your balance and quickly change directions while playing on the ice.
Improved sentence: When you wear ice skates, you can keep your balance and quickly change direction while playing on the ice.
Explanation: The phrase "change directions" is okay, but usually we say "change direction" because you are changing from one direction to another, and using the singular sounds more natural here.
Great job writing a clear and correct sentence!