You won't be weak, GH is side world, and offers some more xp and side questing opportunities. If memory serves I didn't touch GH until I hit DS, but that was long ago. As long as you are completing the storyline and many of your side quests you should be fine hitting GH or not.
It won't change much if you do Grizzlehiem first but you may wanna start Wintertusk the second you reach level 45 which requires you to do Grizzlehiem first.
If I don't go to grizzleheim will I be weak in mooshu?? Which world should I do first to get stronger and not die a million times.
No, you will not since there is limited XP gained in Grizzleheim.
However, keep in mind your level 35 spell. Without doing Grizzleheim at some point, you will not get that, or move on to Wintertusk and another spell and pet.
Grizzleheim is not needed for Mooshu, but contrary to Ravenlady, I think you do get some good XP which does help in Mooshu. Also, GH is needed to get into Wintertusk, and Wintertusk has some of the best XP leveling rewards, and the best equipment (especially crafting) that you will see in the game. And as Ravenlady & others pointed out, you eventually need to get to Wintertusk for your leveled spell and pet. Also, the prospector zeke quests help with training points, which always are worth the effort in the long run.
But both worlds are fun and colorful, and eventually you will want to do both worlds. So really, the order you do them in is not that important.