Just go ahead and pick up weapon that you want.
Sword is traditional and it has +1 at the beginning. And you will find nice swords later in the game.
Axes, more damage and more rarely you will find unique axes.
Spears have largest range and also very good gamage, but also rare.
The game was made with the priority to swords, so pick up swords. There is no holy axe or dragon spear.
Plus, shield expertise if you use one handed weapon.
invest in all damage and defence bonuses.
spiritual damage - nice + to dmg.
don't take those +lightning, +poison etc damage modifiers as they are too low.
Good thing is to take magic barrier - it gives +% to resistanses.
My advise is to visit traders as often as possible, as they sometimes sell spell books, so you acquire lots of new skills.
Loot and sell - this is tactic of most of RPGs and this one is not an exception. But beware of house owners they will decrease your reputation if they notice you stealing.
Hope this helps.