Get your Endurance to 40 so that you cap out on Stamina. Also getting Vitality to 50 is totally worth it, you'll get a lot more HP and you'll also definitely feel the increased Defense stats.
After that get your Strength and Skill to 50, focusing more on which ever scales best with whichever weapon you have. Most weapons use both Strength and Skill. The exceptions being Blade of Mercy (Skill only) and Logarius' Wheel (Strength only). Some weapons have even scaling in both Strength and Skill, like Ludwig's Holy Sword which is B/B. Even if they have a low-ish Scaling letter though you'll still get a significant boost from having both stats leveled up.
Some weapons also use Bloodtinged for scaling in addition to Strength/Skill: Chikage (Katana), Reiterpallasch, and the Rifle Spear and it's worth raising up if you plan to use those. It's also a good stat to have for guns in general, the damage they'll do is actually okay with a high Bloodtinged stat and them being upgraded and will take a good chunk off enemies when you're going for Parries. The Cannon is also hilariously awesome when upgraded.
Edit: Forgot one stat (tired). Every weapon also has an Arcane Rating, but few actually use it unless you use Blood Gems to completely change their damage to Arcane. Blade of Mercy (B), Burial Blade (B), and Logarius' Wheel (C) all use it to increase the Arcane ATK part of their damage and Tonitrus (D) uses it to increase the Bolt ATK part of its damage. However, Arcane ATK scaling is pretty awful compared to Strength/Skill scaling and is the last stat you should worry about, imo. Unless you really, really love the Flamesprayer and Rosmarinus (Arcanesprayer).
