Can someone please explain melds and stat weights to me?

[Vidu]

Stat weight: (weapon damage)> main-stat > sub-stats
Except for very specific exceptions you should just go for the piece of gear with the highste main-stat first. The expections are usually regarding bard and tanks, so they shouldnt bother you.

Order of melding: You got that right! As I explained: Meld all the crit, that you can; then meld all the DH that you can; then meld all the DET that you can. Right side/left side doesnt matter much for DoW/DoM. With the cheap materia right now you shouldnt consider a priority anyways, because you can easly meld everything within 15 minutes. So it doesnt matter where you start.

Limit: Each piece of gear has certain stat-caps. When you try to meld a piece of materia, the game will tell you if you're going over those stat-caps, aswell as the stat-caps in general. All pieces of gear at a certain ilvl share the same stat-caps, aka all ilvl360 rings have a crit cap of 128, for example.
Crit, DH and DET are also stats that you cant have to much off, really. You'll always benefit from them, even if its just a tiny bit.
At the same time a stat like skillspeed for example is only good up to a certain point, when it grants you one more action while having a buff active - warriors used to push for a certain amount of skillspeed. Anything over that would be considered "wasted".
But, again, not the case with your three stats - meld them to the caps that your gear has and you're good!

So for gearing up and melding: Pick the piece that fits your prefered sub-stats best and then throw as much of your prefered sub-stat materia at it as you can.