My very first gun was a Dan Wesson I bought new in 1974 or thereabouts for $150. You should have three more pieces with your gun. A special nut (a.k.a. adapter) for removing the recessed barrel nut, a wrench to turn the special nut and a feeler gauge to set the cylinder/barrel gap. The special nut should be about 3/4" hexagonal with a short .350" diameter post (that will fit into the muzzle) and two lugs or "spurs" to engage the notches or recesses you see in the round, recessed barrel nut (ring) that holds the shroud onto your gun. The wrench is just plate steel formed with a hex shape on one end and (if I recall correctly) another, smaller hex wrench pinned to the plate. The plate has a twelve point hole (socket) to turn the barrel nut on or off. The feeler gauge is .006" to set the cylinder/barrel gap when installing your barrel.
When installing the barrel, the torque you apply will make a difference to the gun's accuracy, but I don't remember the torque to apply. Just be sure to apply the same force each time and don't "muscle" it. Gentle firmness is enough. Always clean the barrel threads (and the corresponding inside threads on the frame) with a soft brush (toothbrush) any time you have the barrel removed. A thin (microscopically thin) coating of lithium grease couldn't hurt, in my opinion.
The action inside is much simpler than Smith & Wesson's and unique among all handguns as far as I know. To disassemble, you remove the stock by pulling the hex nut from the bottom, then pull the hammer back to compress the mainspring. Next, capture the mainspring to relieve the pressure on the hammer. Then, with the mainspring compressed and free, pull the trigger to free the hammer. Remove the sideplate and start removing parts. The advancing hand is held forward with a small spring. Take careful note of the direction it is facing because it is easy to get confused about how to put it back. It only goes in one way, but is is better to remember (or work from a photograph or drawing) than to try to figure it out with the parts in your hand.
The Dan Wesson had tight chambers (partly accounting for its phenomenal accuracy) and the short hammer fall made for a very fast lock time (between sear release and primer strike) which, in my opinion has more to do with the DW's accuracy than anything else. DA trigger pull is heavy for that reason, but SA trigger pull on mine at least is very light and crisp. There is a hex nut on the back of the trigger to control over travel (similar to the Colt Gold Cup except that on the Colt it is accessible from the front.) Don't back it out too far or you won't be able to press the trigger back far enough to release the sear. If you back it out JUST THE RIGHT AMOUNT you can lock up the whole gun, with the trigger cocked single action, but up against the stop so you can't release the sear. Not good.
When you take the sideplate off, you will (hopefully) notice a small half-circle of steel formed of wire the size of coathangar wire, shaped in a semicircle of about 1/4" diameter. It is called the crane lock. It holds the cylinder crane in the frame. Don't lose it.
Shooting Times did a cover story on the "Dan Wesson Series 15 .357 Magnum" by Charles Twing (?) in September, 1976. If you can't get historical data from Dan Wesson (now owned by CZ) you might google the article or author.
If the gun was made in Monson, Mass, it is more desirable.
Lost Sheep
p.s. I am serious about my offer. Send a picture. I had a 4-barrel pistol pack which I sold for $500 when I was desperate for money. Had the belt buckle, shoulder patch, original custom briefcase and all the tools. Kicking myself ever since. I still do have my original gun but it has only the 6" barrel and the finish is ruined, but still my most accurate gun. That, and my 22 rimfire Dan Wesson.