There are five types of gear in this game: common, rare, epic, legendary and set items.
Common items are green bordered and usually provide only small bonuses to your hero such as the Iron Axe that gives +2 might.

Rare items require heroes be level five in order to equip them these items are still pretty common but provide a fair number of bonuses such as the tome Paladin’s Guide which provides +2 magic +1 command +1 stamina.

Epic items require a hero be level ten to equip. These items can really make a difference such as the Golden Staff a weapon that provides +7 magic. Epic items are rare until you get into the later mid game. Eventually you will have your heroes fully geared out in Epics by the time you reach level 20 with said hero.

Legendary Items require level a hero to be level 20 to equip. These items provide amazing bonuses such as the Aylan’s Crown +9 command +3 stamina, these items are very rare until you get to the late game. You will likely only have one legendary item by the time your first hero reaches level 20, many players don’t even have one by that point.

There are currently three item sets in the game

one designed for Avalon which provides +8 command at 3/6 pieces equipped and +1 to his Natural Leader ability at 6/6 equipped

The second set is for Avril which provides +8 magic at 3/6 and +1 rank to Blizzard at 6/6.

The final set is designed for Rufio and it provides +8 might at 3/6 and + 1 rank to Heroic Leap

None of these sets are worth using 6/6. It is much better to split all three sets up to more heroes and take advantage of the +8 stat bonus it provides onto of the stats from the items. Taking advantage of this is basically having your heroes have a 7th epic level item equipped

If you are only using the free heroes, I would suggest placing 3/6 Rufio set on Avalon and Grimms or Grimms and Rufio if you don’t have Avalon.
For Avalon’s set you would want to put 3/6 on Avalon and Virion.
For Avril’s set put 3/6 on Vega and Avril or Vega and Gazul.