Experienced Terraria-players, I don't know where to go next. Please do help.

Hello!

So a few days ago my little brother and I started playing Terraria again. He never really got into it but I did. Me being the bigger brother I acted all cocky, thinking not much had changed in 1.1 and it was still basically the same game. Oh, lord, was I wrong; it's an entirely new game now. The thing about my other playthroughs, however, were that I'd always gotten help with killing Skeletron. Sadly, my friends from before are unavailable and I don't think we're quite ready to take on the big bastard alone.

At this current moment we are looking pretty fine - he's sporting full Shadow gear with a Leaf Blade and I'm in Jungle Armor with a Chakram as my main weapon. Today we managed to fend off two goblin armies and decided, heck, we're ready to pay Hell a visit. Upon our arrival we were greeted by a Voodoo Demon whom I swiftly disposed off. Above lava. Uh, did you guys know that the Guide Doll summons a wall of fucking flesh? I sure didn't. Hell seems a bit unnerving now, so where do we go from here? Do we simply endure the pain in an attempt to gather as much hellstone as possible or is there another part of the game more suitable for us?

Thank you!

TL;DR: Have Jungle gear, where to now, Reddit?