@Jneul
Nice to see you in Demon's Souls :D
The dragon is not the first boss in the game, he's more of a side boss, which can only be defeated on the next stage in the Boletaria Castle. You'll have to go past him in order to get to the bridge (by making him fly off like you did, or making him go back to his nest and then run across the bridge).
Both Priest and Magician are tough classes to start as, but in my opinion, magician is the best one, because if you focus more on Magic than on Faith, you'll have access to some trully devastating magic. Make sure you increase your Intelligence accordingly, you'll need it to be able to equip more Spells and have higher MP bar. To increase the number of Miracles you can equip, you'll have to increase Faith
Current PC Build
CPU - i7 8700K 3.7 GHz (4.7 GHz turbo) 6 cores OC'd to 5.2 GHz with Watercooling (Hydro Series H110i) | MB - Gigabyte Z370 HD3P ATX | Gigabyte GTX 1080ti Gaming OC BLACK 11G (1657 MHz Boost Core / 11010 MHz Memory) | RAM - Corsair DIMM 32GB DDR4, 2400 MHz | PSU - Corsair CX650M (80+ Bronze) 650W | Audio - Asus Essence STX II 7.1 | Monitor - Samsung U28E590D 4K UHD, Freesync, 1 ms, 60 Hz, 28"
