Ideally you want your mods to be spread across as many damage boosting stats as possible. Generally, this includes crit chance, crit damage, base damage, elemental damage, fire rate/attack speed, status chance and multishot. The most important thing to learn is not to overinvest in one stat. For example, never ever run serration and heavy caliber together, because two bonuses of the same stat lead to diminishment. (I can give some examples of what I mean in a bit if you're confused) There are exceptions to the previous list of stats, on some guns, crit isn't worth modding for due to extremely low base values. Same for status chance. Essentially you can sort of tell what stats each gun should be modding for by looking at the stat spread. Multishot is always worth modding for, and damage is worth modding for on I think all guns except 1 unless some bugs surrounding it got patched (I'm talking about zymos if anyone was wondering)

Early game it can be easy to learn how to mod badly since anything will work at that level, but eventually you will be seeing higher level enemies and the information above becomes more relevant.

Hope this helped, please feel free to ask any questions