To access this area, you have to have to make the cleric Licia move to Majula so you can pay 2000 souls for her to move the contraption leading to this area. Licia is found in the bonfire after defeating the Old Dragonrider boss in Heide's Tower of Flame. Exhaust her dialogue to make her move to Majula.
After clearing the alternate path, loot the corpse along the way to get a Rogue Water. Continue following the straightforward path and you'll find an NPC sitting on a chair. He doesn't seem have any significance for now so continue ahead and you'll find a bonfire. Light it up and continue forth.
Kill the undead sitting near the opening of the cave before entering. Follow the path and avoid the green, poisonous mist scattered by the giant moths. If you have ranged weapons or can cast spells/miracles, you can kill these moths to get some free Poison Moss (poison recovery) items. Aside from these hazards, you also have to anticipate ambushes from agile rogues, especially in tight corners and blind spots. Make it a habit to look around before moving to avoid getting surrounded or worse, backstabbed.
Continue along the path and take out more enemies along the way. Continue to the ruins; be careful of the archers with poison arrows and the dual-wielding enemy to your immediate left. The door to the left has an enemy waiting behind it; opening it wil make the enemy destroy the door and damage you.
You can destroy the door with pyromancy or miracle and damage the enemy behind it. Otherwise, drop off the ledge in this dark room and deal with the two undead – one is in an alcove behind you and one near the stairs. Take out the two rogues upstairs and the last undead past the hole. Loot the two corpses here to get a Soul of a Nameless Soldier, Lifegem and Bandit's Knife.
Next climb upstairs and approach the club-wielding bandit. Another one will jump in from the ledge so you'll have to deal with them both. After taking them out, drop off the ledge and loot the corpse there for a Poison Moss and Lifegem. From there, carefully drop to the pathway below and continue inside the ruins once again. Destroy the door this time and follow the path.
Outside, be careful of the undead around the outer corner; just startle him and quickly get out of the way. After taking him out, loot the corpse hanging in the edge to get a Cracked Red Eye Orb.
From there, you can run over the ledge facing the corpse below. Don't do a sprint-jump since this will make you land and roll over the ledge. It may require a few attempts since when your character lands, he'll roll out of the ledge, making you unable you reach it. (Before doing this though, I suggest lighting up the bonfire right under that broken bridge so you can easily retry nearby. Don't forget to knock down the dead tree outside the second bonfire to create a shortcut. ) Loot it to get a Pharros Lockstone and Token of Fidelity. (Required item to join the Blue Sentinels and unlock Targray's shop. This is the only way to get it if you're playing online and without using a Bonfire Ascetic in the Heide's Tower of Flame area)
Bridge Bonfire
Drop to the lower ledge and do another leap to reach the tunnel in the middle. Follow the path to reach a lone corpse containing a Monastery Charm and Soul of a Proud Knight. If you have a ranged weapon, take out the moths if you can lock-on to them. Use the mushrooms on the side to carefully drop down. Be careful since there's a fast, powerful enemy at the bottom. Snipe him if you can. Defeat him then loot Ricard's Rapier from the chest. Look around to find a doorway. This is a rock with the odd shape in one side of the cavern. Interact with it to reveal a hidden passage that leads to a room with a corpse containing a Large Soul of a Nameless Soldier. To get out of this place, carefully step on the cage which will lift you up to the upper floor. Examine the last stone doorway there to reach the dark room with several enemies and a hole in the middle.
(Thanks to Lokiare for the tip about the hidden door)
Make your way back to the bonfire. Continue towards the bridge but don't cross it yet. Carefully go to the left to find a corpse you can loot. Beware of the enemy hiding behind a tree nearby as well. Get a Small Orange Burr and Large Lost Soul of an Undead.
Cross the bridge and be careful of the heavy, dual sickle-wielding enemies. There are some moths on the trees that will scatter poison mist as well. If you have a ranged weapon, you can target them and shoot them for extra souls and Poison Moss drops.
From the bridge, continue straight ahead to find a corpse inside a dome that has a Morning Star and Large Soul of a Nameless Soldier. There's another corpse near the side of the mountain that has an Aromatic Ooze. Finally, loot the last corpse to get a Lifegem. Just be careful of the moth above spraying poison mist and the two undead nearby. Since the bonfire's nearby, you can farm the enemies for extra souls and the moths for extra Poison Mosses.
Continue to the next bridge but prepare for a couple of rogues hiding in the trees and an archer ahead. Don't hesitate to fall back and take them on one by one. You need to pull a lever to lower the bridge and it is found inside a room to the left. Be careful since a rogue will drop from from above and ambush you.
Before crossing the bridge, peek over to the ledge facing the first bridge. You should see an opening on top of a closed room. Go inside and loot the Soul Spear, Poison Moss x2 and Green Blossom from the bodies inside. Follow the tunnel leading outside and backtrack. There's a stone bridge nearby that will lead you to the Undead Purgatory. Let's explore it for now.