How does scaling work? What should my priorities be for the final boss?

I’m about 5 hours in, with a mix of main runs + that endless tower thing for some fun.

What I haven’t quite figured out yet, is when I am running through the first zone, if I find the gate to the the final zone early on, should I just go straight there even if I’m still at proficiency 1-2 with a level 1-2 weapon?

Or do I just keep the entrance in mind, then go farm zone 1?

I’m not interested in zone 2 at all, nor doing the completions stuff, but should I consider doing it along the way?

I have the general vibe of the game down, and I’ve reached the final boss, but I can’t figure out priorities for a run now that I’m here.