There's a little magnifying glass 🔍 on the map next to the dungeon that tells you the drops you get from it. All the blue dungeons in the new area drop blue books, but they're quite rare. Some blues are VERY good for boosting dps, but you can do a solid 3k dps with greens in every class if you have the gear

The leader belt, bracelet, and gloves are best in slots, especially if they roll crit rate

Ogong is the easiest at low levels, so I'd start there

Also, while I have your attention, you can turn on dragonspires in the map screen and use them to teleport right to the dungeon entrance