Lords of the Fallen features a lot of different weapons coming with different stats and movesets, but switching every time to a more powerful weapon is not always the way to go, as it is possible to upgrade weapons to make every one of them viable for the entirety of the journey.
At the start of Lords of the Fallen, you will not be able to upgrade any of the weapons you find, as you need a blacksmith to do so, and there's no one to be found in the main hub of Skyrest. The first chance you will have to bring one there is after reaching Pilgrim's Perch, so make do with the weapons you find until you reach this area, which shouldn't take much longer than an hour or so after starting the game.
As you explore Pilgrim's Perch, you will eventually have to complete its descent to move ahead with your quest to save Mournstead. During this descent, you will come across an elevator that will bring you back to the Pilgrim's Perch Bellroom Vestige. Instead of riding the elevator back up, or proceeding towards the area's boss fight, drop down from the platform upon which the elevator is located, and you will see an imprisoned blacksmith, Gerlinde, and a few enemies. The one armed with the shield holds the Prison Cell Key, which you will need to release the blacksmith.
After obtaining the key, speak to Gerline to release her from imprisonment. After this is done, you will find her in Skyrest, where you can speak with her to purchase items and upgrade your melee weapons, long-range weapons, and shields. You will need additional resources to do so, which are not too difficult to obtain, as well as Vigor.
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