At the start it's mostly grind to get echos which you use to level up but you need 1 insight to do that. There is a shortcut you can find to do this if you are getting your arse handed to you. A few things will help before, first, get some echos and spend them at the font in the Hunter's Dream for a better hunter set (more armour, or find the hunter set later but guess you aren't there so...) and upgrade your weapon. Either follow the shortcut below or if you have some 'Madmad's Knowledge', use it.
Might be spoilerish explanation but.....Anyway, if you kill all those guys in the center by the fire and go to the left, do not go down the stairs and kill the 'big boss thing' banging on the gate, he's not a boss at all. Anyway, stay at the top of those steps and stick to the left, smash some coffines and there is a hidden path there. Jump down and run immediately to the left and you should see a door in front of you, open it, in that house, open another door opposite, then you should see some stairs, go up and open a gate to get to the first lantern again. You have opened up a shortcut. Still no insight however. For the Insight you need to find a boss, (doesn't matter if you die... you will). Go back down the stairs and into that house, go up the stairs then exit through a door up more stairs, then immediately left (go right and you'll get killed by some wolves). Fight or run past the crows and ogre towards the end of the area and that is the first boss, you'll get insight for discovering him, if you die, goto the Hunter's Dream and the doll will be awake. You level up with echos and spend them with her.
EDIT: Tried to find a video of the shortcut I mean, can't. You should drop down to some dogs.
Hmm, pie.
