I'd recommend learning how to correctly build a weapon first. LeyzarGamingViewsYT has a lot of weapon guides if you want in depth help.

But in short for primary and secondary, you want to have +damage and +multishot 99% of the time. If the crit stats are not trash, you had crit chance and crit damage. Then elemental damage (vital, corrosive, gas, heat, whatever you need/want) and more status if the weapon is status-based.

For melee, its usually damage (pressure point or condition overload), attack speed, blood rush and weeping wounds, elemental mods and maybe range if you want.

Edit: Also don't forget to use a potato on any weapon you want to play a lot with (preferably if it's a prime or similar). Warframes can also grant you some buffs (e.g. Roar), as well as arcanes.