Another point but try to keep an eye out for any shouts that deal w/ +1 stone carrying capacity and the like (for example stand alone temp item KI shouts*) if you have to continue to make do w/o VW path climbs (due to lack of full on climb shouts or what have you) as this will enable you to benefit from the various "VWNMx6 farm" shouts and an all around better performance from you.
KI wise in addition to what was stated make sure you purchase all the hint KIs** from the VW officer. There are KIs to enable the hints: 1 for WS/JA Periapt of Guidance and 1 for magic Periapt of Percipience (so a total of two) and then there are other KIs that grant specificity to those hints; they are Periapt of Sapience and Periapt of Clarity.
And lastly only the 3 cities + Jeuno unlock Provenance. The Zilart ToAU and CoP VW fights are their own self contained progression paths, although completing them open up very useful teleports.
*The fights in question for Temp KIs (should you feel so bold as to start some standalone shouts yourself) are Sandoria VW T1 in East Ronfaure(past or present they both drop the same one), Bastok VW T2 Gusgen Mines and Zilart T1 (any one of the following three fights) West Altepa Desert, Quicksand Caves, Kuftal Tunnel + (1 of the following 3 fights) Yutungha Jungle, Temple of the Uggeleiph or Ifrit's Cauldron. Your goal for these fights is to get 100% white lights (% of white lights in any fight correlates to the % chance of a KI to drop from the VWNM should they have any to drop)
**Ignore the KIs that are priced at 300k cruor those are for Provenance fights and simply put you don't need to worry about them until you've progressed to Jeuno Tier 6 w/ full quest completion/credit.
Helpful Links:
Utilize this page when you get down to business and start climbing VW as this will stipulate requirements to proceed w/ the Questline
Overview of VW as a whole