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My advice is, if you can get 3*, than go after the offline Ur. If not, then grind the Wyrm in the chamber of Distress. This is for post game though. Don't worry too much about DF through most of the game. The current gear will do just fine. If you have the means to upgrade gear a bit, knock yourself out if you like, but there won't be much worth upgrading till you're about halfway.
PSN ID: Gamernamicon, Pawn: Gray, The Chair Thrower 90+ Alt PSN ID: Xyloth, Pawn: Snow, The Albino Elf 17+