It's really whatever works for you, in general, there are only a couple stats worth considering, damage (either through raw damage or crit chance), and sometimes speed.
Swords are easy to use and offer ok damage, they're generally fast without being too focused like a dagger. You want to go full damage on swords as most of the good ones already have a maximized speed stat that doesn't go higher. Most sword users just spam swing, it's not fast but it works and it's simple.
Hammers are great for area of effect damage and overall are more damage than swords in most cases, though are a little tougher to use, and you'll benefit from going alternate routes than just full damage with them. Their special attack has a bug associated with it where you can land regular attacks during the special attack duration with very low delay and deal very high damage, this lends itself to special attack based builds taking acrobat as a profession rather than the damage or full crit professions. You generally want to go full damage with them for forges as the special attack can't crit, though you can also put some speed on them if you struggle timing proper hits.
Daggers are great single target damage and can be built up to be insane raw damage dealers, though they have pretty unanimously the highest entry level to using effectively. They're generally good as side weapons or as a main weapon with a hammer as a side weapon, as they do very little knockback and the special attack shreds through monsters while a hammer can deal with AoE if in places with loads of monsters (or if expressly farming monsters). These are best with crit builds which utilize their inherent crit chance modifier and them usually having crit chance and power stats to boot.
For gear, you generally want whatever boots you have available, and to prioritize immunity over defense, at least in most areas. Defense as a whole is largely useless, as you only get it in rather low numbers, and the only defense builds that actually nullify a meaningful amount of damage have to hard focus on it as a stat. Immunity, while situational, is generally more useful as it gives a chance to block debuffs, even going so far as making you completely immune with a high enough immunity stat. In someplace with very few debuffs like skull cavern (only has the slimed debuff), you could argue it's worse than the meager defense you can get with defense oriented boots, though swapping boots at all is a large waste of time.
Rings are really up to you, unlike boots, they offer a much wider range of stats and effects, some useful, and others not. There are objectively better and worse rings, but really you do you, you'll hurt yourself a bit going with some builds but very rarely does hyper optimization in one field while leaving the others lead to anything substantial either. I will give you some recommendations in magnetism and the glowing effect too, they're useful pretty much anywhere and are easy stats to get, coming from many rings (and both from a couple rings too).