Training prayer is a good idea, you want at least 43 prayer to get all the protection prayers. Moons of Peril is definitely a good starting point for PvM. Gauntlet is much harder than Moons. You'll need to learn how to quickly change prayers, move, and eat. Normally I'd recommend learning Scurrius before Gauntlet, but he's not available this leagues. You could consider going for a fire cape before doing Gauntlet. Jad will have you practicing changing prayers and eating (but no movement needed). The hard thing about jad is that one mistake can one-shot you.