Laughing Banana
Weeping Pickle
how was I supposed to know what resistances were important
got the watchdog of the old lords in the third level of my first chalice dungeon, only level 34 or something
should I just give up and try again later?
Well there are other gears that worked better in particular resistances than Gascoigne's. Black/White church for example, afford better Poison Resist (though lower Physical) and Tomb Prospector gear afford you better Arcane resist with still decent Physical. Gascoigne's is a good "middle-ground" gear is all, but not terribly important.
As for the Chalice Dungeon, you can go back there anytime, it doesn't change and it doesn't scale. So if you feel like it's being too rough, you can always go strengthen your character and come back at any point later.