Majula

Follow the trail until you see a lootable corpse sitting under a dead tree near the settlement's entrance. Get a Divine Blessing from it. Enter the settlement and light the bonfire.

From there, talk to the Emerald Herald standing near the edge of the cliff. You'll receive an Estus Flask from her. This helpful item restores HP and can be refilled by visiting a bonfire. The Emerald Herald can also help you level up by trading souls you've gathered. Just keep talking to her until she opens up the other options.

If you head to the top of the hill where a broken statue stands, there's a lone knight there named Saulden. Talk to him several times and he'll offer you to join the Way of Blue covenant. You can also learn the "Welcome" gesture from him. Join this covenant for now since this is really for beginners. You'll also receive a Blue Seal ring which slightly increases your max HP.

Head down the hill and find a corpse beside a rock near the edge of the cliff. Loot it to get Soul of a Nameless Soldier and Lifegem x3. The smithy beside that corpse is closed because the door is locked. You have to find its key in order for the blacksmith to open his shop.

Head towards the other buildings and you should see another corpse inside a tent. Loot a Lifegem from it then follow the path uphill along the edge of the cliff. Loot the corpse there to get Homeward Bone x5.

Be careful when kneeling in the Victor's Stone; entering this Covenant will make you a member of Company of Champions which increases the difficulty of the game by making enemy attacks more damaging and become more sturdier with increased HP. Do not join this covenant if you're a new player!

The hole on the ground has some lootable corpses but you can't go down there yet without a ladder or without a high HP and the Silvercat Ring.

The house beside the hole has a talking cat named Shalquoir. You can talk to her to help you abandon your Covenants and also buy items and accessories from her. If you have spare souls, it will be good to buy a Ring of the Evil Eye which enables you to absorb HP from each defeated foe. This is vital early on since the game is quite unforgiving when it comes to enemy damage and survival.

There are some annoying undead piglets beside the large house so don't get there to avoid startling them and follow you around. They don't give that much soul anyway upon defeat. You'll find Maughlin in the house across Shalquoir's. He sells armors. Be careful with what you purchase; the NPCs here doesn't buy items from you.

There's also a small well outside the large building in the middle. Knock the stone on the edge of the well to pull up a hanging corpse with an Estus Flask Shard. Bring it to the Emerald Herald to upgrade your Estus Flask capacity.

The house in the middle has some really valuable treasure inside and the only way to access it is by acquiring the key from an NPC you'll find in the Forest of Fallen Giants.

(House Key Required) Since you have the House Key, you can return to the bonfire in the Cardinal Tower and travel back to Majula to loot the contents of the House. The corpse in the first floor has a Pharros' Lockstone while the chest on the second floor contains x3 Torches and x3 Titanite Shards.

If you head down to the basement of the house, you'll find a fast, green skeleton. The best way to deal with this is to parry its attacks and do an immediate counterattack. It can also drop a Human Effigy. Reach the bottom of the mansion to get an Estus Flask Shard from the skeleton by the wall and a Soul Vessel from the chest. Soul Vessels can be shown to the Fire Keepers and allow you to re-allocate your level and skills.

Your next destination is the Forest of Fallen Giants. To access this, you have to go through a tunnel which entrance is just a few steps away from the bonfire. Once inside, turn to the right to find a chest. Get a Rusted Coin from the chest then continue forth. Pull the switch on the wall to raise the large gate.

Cross the wooden bridge and access the chest under it. Loot a Human Effigy from the chest. Sprint and jump to reach the corpse containing a Homeward Bone and Soul of a Lost Undead. From there, follow the stream to reach the Forest of the Fallen Giants.