you've wired the denon 29F to a AVR that has generic inputs (Audio In, I would assume) and assuming you have the internal phonostage of the turntable, turned on, it is not surprising that you have to crank up the volume. This particular model of AVR that you have has inputs that are suitable for DVD and other digital media video players. The audio output of these media players is generally a little higher than usual sources (especially phono preamps, tape decks, etc) and hence the input sensitivity required for them would be much less (please refer to the specs of your AVR and check this). So you have 2 options literally - (1) change your phonostage to one which has a high gain output or adjustable gain output and (2) introduce a low gain preamplifier stage between your Denon turntable with the inbuilt phonostage turned on, and your AVR.
Picking up products of the shelf may be an expensive option, perhaps coaxing a friend to build you a CNC phonostage with an additional gain stage would be a more cost-effective but high quality option. If you have this, you can actually turn off the Denon's internal phonostage and use the CNC instead.
Alternately, you can just turn up the volume and continue to enjoy your music with no damage done (provided you lower the volume levels when switching to other sources
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