Ah, Bloodborne rant time, YES!!
I totally got stuck at one point after unlocking two additional tomb stone things(to give an image of progression). So much so that I read the Eurogamer walkthrough carefully to not read spoilers just to where I see something I missed. To my great annoyance, I missed (and I felt that there should me more to the area), the stairs to the right in Old Yarnham, where you go down to the area where the guy shoots you with the minigun.... somehow.
BUT, as someone mentioned, that is optional and doesn't open up a path of progression. So eventually I concluded that I missed something else. To my even greater annoyance, I discovered reading further the walkthrough that there is a ladder in the freekin library place!! How in the world I missed that I won't know.
It's frustrating because I clearly remember that in both places where I missed these obvious things I felt that there should be more and LOOKED!! ... TWICE!!
It's more depressing than frustrating. Now I fear that after I kill the thing in the lake, the game will not open up again, because I must have missed something else somewhere... again.
The same thing happened to me in DS2. I think (hope) it's because I don't play often, and when I do my style is slow and careful, so it takes me a long time to go anywhere, hence I forget what is where and things.
Or I'm just getting old.