Where to go from here?

[Cannon Mad Dan]

Reading up on guides and such, I've been convinced that I need to level weapons up a good amount before I start questing, so that they aren't harder to level later. At 17 notoriety, I have 10 in every skill except grenades and staff. I'm wondering if further grinding is necessary, or if I can simply enjoy my time questing and watch the levels go up as I go along.

I do know at level 20 I will immediately begin to level grenades, but until then... where should I go? Level 15 sailing is a priority, for obvious reasons... basically, I'm unsure whether or not I should continue grinding or if it is safe to simply play the game.