Go for Azura's Star/Black Star. Super useful for enchanted weapons as it's basically a reusable soul gem.

I figured. Black is the better one right?

Black Star lets you put any soul into it, whereas Azura's Star will only capture lesser creatures (not humanoids) so depends on your character's moral alignment/how much you want to stick to it.

I’ve stuck to Good, but once I’m stronger, I’m killing everything.
Also, I’m having trouble with shouts, do I have to get every word to use them?

Shouts with only one or two words aren't as powerful but you can still use them. Make sure you've unlocked it with a dragon soul and you're holding the button down long enough. Honestly I've never found shouts that useful, but that's because my strategy is to kill people before they notice me.

I’m guessing specific dragons needed for specific shouts? I’ve killed a bunch of random encounter dragons, and gotten souls, but still can’t use the shouts.

I just want to use Slow Time.

You don't need specific dragons, just any soul. Did you already unlock the shout with a dragon soul?

No. I learned one of the words, but it isn’t unlocked.

All of them. Even if you don't use the artifact the quests are still fun.

Yeah. I figured, just trying to prioritize.

Spellbreaker is a good shield

Yeah, but I dual cast.

Mehrunes Razor is a badass dagger.

Yes.

I only need the pommel to finish it

I second that you should do all the quests. They're all fun because the Daedric princes are hilarious. Also you need to unlock each word of a shout with a dragon soul so if you want to use Slow Time you have to unlock the shout.

Aight thanks.

I will do them all. I’m just want to know which to go for first, and which ones to get (The Black Star instead of Azura’s Star)

Got the dagger.