Not about the king, but i noticed that any other of my peaces are considered as if they are on check, i can't move all the others to make a kill to the threat. Is that a legitimate way even if king is not in danger? Practically in this situation only the king can make a move. I noticed that happens when any peace is on check, then only when i make a king's move then all my peaces are not blocked anymore.
Your piece is probably pinned to your king. Consider the following position:
In this position, it is Black's move, but he cannot legally move his knight right now because it is pinned. If the Black knight were to move, then the bishop would be able to take the Black king. If the Black king moves to either of the side squares, then the Black knight could move once again.
You can learn more about pins here: https://www.chess.com/terms/pin-chess
it does make sense now.
Not about the king, but i noticed that any other of my peaces are considered as if they are on check, i can't move all the others to make a kill to the threat. Is that a legitimate way even if king is not in danger? Practically in this situation only the king can make a move. I noticed that happens when any peace is on check, then only when i make a king's move then all my peaces are not blocked anymore.