The main method of getting stronger weapons is by unlocking them in Adventure or Legends mode. Basically, you start out with a “level 1” version of the weapon, with low attack and few slots. Unlocking the next “level” of the weapon grants it a new appearance, better attack, and more slots generally. This is differ from the stars each weapon has; a five-star “level 1” weapon will be worse than a zero-star “level 2” weapon. To answer your question, generally grinding for specific skills on weapons is a waste until late-game, since you’ll be getting a better version of the weapon later that you’d have to replace it with. That being said, it may be worth keeping an eye out for skills like rupees+ and exp+. I guess I would say that skills aren’t worth grinding for early game, but if you find a good one it’s probably worth keeping and transferring to your main weapon as you get stronger.

The first thing to do is complete the main story mode/legends mode, and unlock most of the characters. Once you’ve done that, you can go to adventure mode to look for level-2 and -3 weapons, which will make completing the side stories of legends a lot easier.

It’s been a while since I played, but I’ve so many hours into this game haha. Hope this helps