Figure out what kind of weeds you have, then decide whether some are ok to stay—you’ll quickly get comfortable with a few other plants mixed into your grass. A few dandelions or other weeds are probably ok, you just want to stop them from going to seed and multiplying.
Prior to World War II, clover was included in almost all grass seed sold on the market. It was a vital component of a healthy grass mixture, because the clover added nitrogren naturally to the soil. Nitrogen is crucial to healthy soil biology and grass.
What changed? After the war, weed killing chemicals were developed and chemical companies convinced lawn owners that clover was a weed simply because it was killed by the same chemicals that were used on other weeds.
The loss of clover to grass seed required the addition of more fertilizer and synthetic chemicals to lawns to add nitrogen back. This created a negative feedback loop -- more chemicals meant more weeds which meant the need for more chemicals.
Weeds thrive in short, weak grass, or where bare ground allows weed seeds to germinate.
To minimize weed growth before they pop up, promote healthy soil and grass. This includes: managing the nutrients in your soil organically, promoting healthy microbial activity, leaving lawn clippings, mowing high, aerating, only watering deeply and infrequently, and avoiding all synthetic chemicals.