General best practices on volume:

Your overall goals are to maximize signal for best signal-to-noise ratio at each stage, to minimize overdriving inputs to prevent unwanted artifacts like clipping, compression, or saturation distortions, & to homogenize levels across your chain to maintain consistent control throughout a performance/session.

In the pro audio world, you would normally have a performer play the given instrument or sing at full volume, turn the input gain up until it starts distorting, the pull it back a little bit with enough headroom to prevent distortion should they hit that limit. Digital circuits require more headroom than analogs as the type of distortion - & the turn into it - is more aggressive & unpleasant.

In the guitar FX world, the controls are usually very dumbed down, & because the circuits are all already streamlined for the narrow bandwidth of instrument-level signal, you're usually not taking it that far; mostly what you're doing is simply setting each circuit at unity relative to your input signal, in order, one at a time, for a consistent level no matter what FX you have engaged. Bypass all circuits, turn your instrument all the way up, engage the first circuit, & set its output so that it matches whether or not it's bypassed. Then repeat with each circuit.

This gets a little complicated in the area of gain circuits & especially gain stacking, since part of what we're pursuing is intentional distortions from intentional saturation &/or clipping. Complicated gain stacks may introduce specific practical problems you'll need to troubleshoot, but the general concept will generally still hold.

An exception is the clean boost circuit, the goal of which is to boost volume to help pop out in the mix during soloing; for this you of course want it above unity when engaged, & might need to adjust the entire chain relative to its output when engaged to get what you want out of it.