what level should i be on?

[Shiva_]

Do you have updated equipment for everyone? If not, I would upgrade everyone's weapons/armor.

I would also level your guys up by a few levels.

the first time you should be 10-15 level.
Second should be 35-40 level.

You're talking about the Lhusu Mines.

If you tried to go into the 2nd part of the Henne Mines at level 35-40, you likely wouldn't make it a few steps before everyone in your party gets killed, and you possibly get a Game Over. Foes there have OHKO potential at that level. Besides, at that level, you likely wouldn't even be able to get access to that part anyway since you have to have at least 10 espers and complete a certain hunt.

Lhusu Mines is earlier in the game before the bridge.

Henne Mines is right after you visit the wood for the first time.

There is also a 3rd section of the Lhusu Mines (site 11) that has considerably tougher foes than the 2nd section of it.

If you are reentering the Henne mines for the optional areas.... then I would suggest at least 40.

As I stated above, you likely wouldn't make it through the 2nd part of the Henne Mines at that level. The foes there will likely have OHKO potential at that level.

To be able to get through there, you should be at level 60 minimum. Levels 70 or higher are recommended.