Am I supposed to do the Faerina's Shrine or the Nightfall Bandits Dungeon first? xD

If you want to continue on the main quest do Faerina's Shrine.

Nightfall Bandits Dungeon is an optional dungeon. It is where you get level 25 legendary and mythical gear. It is also much harder than Faerina's Shrine. It is not necessary to do Nightfall Bandits Dungeon. You can reach level 60 and complete the main quest without entering the dungeon even once.

If you do want to do the dungeon, I recommend hitting level 30 or so and get your party size up to 3.

@Lehana,

Thanks! But for the Shrine, do I have to fight a certain amount of the undead? Its the mage. I killed the 2 next to that one but they were replaced with more. O.o

@Yukie,

I'm sorry, I don't really remember the battles very well, it's been a while since I've done them. I'll try try to help though.

I'm not sure if this is what is happening, but there are some fights where you kill the enemies on screen, and as you kill them more enemies take their place. You just need to keep on killing them until they are all dead. There are a set amount of enemies, like 15 or so and once you kill them all you will complete the battle. Those fights are endurance tests.

Yep, that's it. Thanks for the help!