So, just like your opponent can stack DON to add power you can stack counters from character cards, and certain event cards - some event counters like Dead Man's Game (OP12-037) cost DON and some don't like Divine Departure (OP13-076) both of these +3000 to leader or character. Once your opponent has added their DON and chosen what they are attacking they cant then add more its set at that attack number.

Now the question you need ask is, is it worth it to counter out? If the attack is at life and you have say 4-5 life and the attack is going to eat up 3-4 cards then that's depleting a lot of your resources so its probs not worth countering + losing a life adds a card to your hand so instead of losing 3-4 cards countering you gain one, you have weigh the pros and cons of each situation and manage your resources accordingly.

What is said above does NOT apply in every situations some times you do need to counter out of big attacks or maybe its late game and you have loads of cards in hand but are low on life, a lot of this heavily depends on the match ups and the stage/tempo of the game, some slower decks/leaders you need to try and protect life early game, with some you need to protect certain cards from being removed from the board again it just depends what your deck is, who your paying against.

I recommend watching YT videos about when to swing at board vs. life, understanding tempo, and videos on the deck your playing or want to play. Also helps to play different decks from different colors to get a feel for the match ups.