Lame? Cain’s is great! Grats on getting it. :)
It’s usually sought after for levelling to 70 quickly, due to the bonus it gives to experience. On the path to 70 all you really care about is damage and experience. Cain’s can stick with you for much of the way, even if you’re finding equipment with much better stats (as most armour doesn’t award damage).
Since you can skip one piece of Cain’s and still get the XP bonus, this means you can also wear Leoric’s Crown for its XP bonus. :) Post-70 when making your real build (probably based around the free set you’ll get chasing the Season Journey) you’ll be glad of set bonuses that don’t require all pieces. One of your most desired bits of equipment will be Ring of Royal Grandeur, which lets you wear one less piece and still receive the set bonus.
But hey, my first set in Diablo 3! And it all came from doing Bounties in Act 1 and 2 for 2 or 3 hours.
Bounties are great for materials and plans (and a couple of the exclusive drops). Since these are all awarded upon bounty completion it’s quickest to do them with some help - open up your game to Public and set the tag to ‘Bounties’. Then start doing the bounty, and soon enough you’ll get people dropping in, and each player in the party will solo a different area completing the bounty much quicker.
Are you doing Rifts as well? They’re great for levelling and loot. Loot generally comes from Champions and Elites and Rifts have a good density of them.