Here's some info and useful stuff I found when looking at 39 fury:
Gear guide:
https://xpoff.com/threads/the-39-bfa-bis-gear-handbook.81298
Recent thread:
https://xpoff.com/threads/lf-armory-to-a-geared-warrior.81118
From what I've found - there are a lot of gear options at 39 including dungeons (shift-J really helps see the stats on 39 gear), BG crate gear, dungeon satchel gear, BoEs, and heirlooms. You'll want to find a combination of them that reaches the approximate secondary stat goals that you set for yourself. Don't be afraid to lose str for secondaries due to double crusader. Which secondaries you use is up to you and can depend on your weapons.
For weapons, start out with heirlooms as you farm the scepters. Eventually you can look into jackhammers or blades of hanna, but those are very rare/expensive.
20% haste/10%crit/10%verse example -
https://worldofwarcraft.com/en-us/character/bleeding-hollow/Omniçide
more balanced build example -
https://worldofwarcraft.com/en-us/character/undermine/Chøps
jackhammer build -
https://worldofwarcraft.com/en-us/character/darkspear/hamslamwich
You can also go full crit (big burst that gets through healing, but lack of haste can cause issues with CDs and crusader procs), or a crit/verse build (focuses on maximizing scepter procs, same lack of haste stuff).
I went with a 20% haste build and ended up with
https://worldofwarcraft.com/en-us/character/boulderfist/mariefury if you want to see gear that is completely obtainable (a couple of my enchants need work and my leg enchant is GFd - but should give a good baseline).
Head - Heirloom gives 1 more stam than dungeon options. Can use dungeon options or halloween helm for diff secondaries.
Neck - Probably dungeon to get max secondaries, otherwise heirloom has the potion
Shoulders - Heirloom for the best enchant
Cloak - Theres an ilvl 44 BoE - start checking AH for
https://www.wowhead.com/item=7544/champions-cape
Chest - I think heirloom gives 1 more stam than dungeon options. BG crate is also great.
Bracers - Lots of options.
Gloves - Lots of options.
Belt - Lots of options.
Legs - Heirloom to get the good enchant.
Boots - Lots of options.
Rings - Probably dungeon options for the secondaries.
Trinkets - The mara trinkets (10str/10secondary) are great. There are several solid options though depending if you want str/stam/secondaries.
https://www.wowhead.com/item=88358/lessons-of-the-darkmaster fell victim to the trinket nerfs for pvp, so it only gives 15 str on a long CD, which I'd argue you're better off going with
https://www.wowhead.com/item=18370/vigilance-charm instead.
Weapons - Heirlooms to start while you farm (great secondary boost early on as you're gearing up, can be used later for crusader swaps too), then
https://www.wowhead.com/item=17766/princess-theradras-scepter when you get them. Then you can look at finding jackhammer for its insane procs (and go a 0-haste build like hamslamwich) or blade of hanna which has really high weapon damage.
A lot of the slots are going to be up to you, your secondary goals, and what you have for other less-versatile slots (cloak, weapons, trinkets, heirlooms).
Hope that helps!