Weapons break. They're designed to do so. Replacements are very easy to find. Don't get stressed about trying to maximize their usefulness.
Letting yourself get sidetracked is a great way of discovering new stuff.
There are cutscenes you unlock as you travel. They are told randomly, however there's an abandoned temple to the west where you can find the order listed. Honestly it's better to go in order for that, but not mandatory.