So this is my first time playing an infinity engine game, and I've never played D&D before sooo I'm finding the learning curve of the game to be very high, but I am enjoying it a lot... that is until now.

I'm in the vale of shadows my team are all around level 2-3 and I've come up against an enemy I can't kill-- Shadows. I can kill the lesser shadows but the regular ones keep saying "weapon ineffective". Wtf is up with that?

How do I get weapons that are effective?

Side question; one of my characters can only carry like 50 lbs, how do I increase this so she can wear better armor and use heavier weapons?

Actually, at that point, you should have a couple +1 weapons at least (you can buy some in Kuldahar if you haven't found any yet). Yes, it's normal. I addressed it in a bit more detail in your other thread.

I know I may sound like a prat saying this but, READ THE MANUAL, it will explane all about how the systems for leveling up and other parts of the game work, such as the fach that many creatures can only be hurt with magical (+1 or better) weapons.

Also you could try looking on the net for a walkthrough if you get stuck, or chech Amazon and perhaps buy a copy (if avalible).