Bloodborne

You need one Insight to interact with the doll, but once you do, feel free to spend it

Starting out, the threaded cane is significantly harder to use than the other two options, the axe or the saw. I would recommend using one of the other two first.

Focus mainly on survival, Vitality and Endurance or whatever they're called for the early game. Get those way high early game, just get more HP and Stamina because that keeps you alive. Weapons at low level have very little scaling, none of them do. So don't get disappointed that your favorite weapon has bad scaling, it'll get better. You can put a few points into STR or SKL to meet the equip requirements of weapons, but otherwise don't worry about those stats much. You have to upgrade them up to like +6 before you see lots of scaling. By the time you get the materials to get to +6 you'll be so high level that you won't have to worry about putting points into Vit and End anymore, then you can worry about damage stats like Strength, Skill, Arcane or Bloodtinge. Pick one or two of those to focus on. Strength and Skill are more important than Bloodtinge or Arcane but do whatever you want. Weapons actually have a gem system like diablo that lets you slightly modify / boost their scaling as well.

The biggest thing about Bloodborne especially different from other Souls games is the regain system. Doing damage to enemies right after you take damage will automatically heal you for most of the damage you took, if you do enough damage. This makes Bloodborne a far more offensive game than souls games, also combined with the lack of shields means that playing almost a berzerker who intentionally takes some hits but dishes them back out right away is far more successful than the usual "turtle behind a shield" strategy from souls games. You'll have to get a feel for the timing of it, and obviously you still can't just take all the hits or you'll die, but you really want to be very fearless in Bloodborne compared to previous games.

The other big change is that parrying and backstabs are out, instead you can do a special type of parry using guns only. Timing a gun shot at the right moment (takes lots of practice) will make the target vulnerable, pressing R1 quickly at this time will trigger a visceral attack. Visceral attacks do INSANE damage and are extremely powerful, some bosses can be taken down by a couple quick visceral attacks that would otherwise be very long and difficult fights. Its worth practicing how to do it.

If you really want a last slightly spoilery tip to save yourself from possibly messing up something to do with the multiple endings:
DO NOT KILL IOSEFKA. DONT DO IT. If you do you get a really good crest you can't get otherwise, however doing so means you HAVE to save the whore Adrianna or else you CAN NOT fight the final boss. You'll be forced into one of the endings which is slightly less satisfying. If you want the crest, go save Adrianna first then you can kill Iosefka, but to be safe just don't kill Iosefka under any circumstances.
That's all, that's the only real thing you can do that shoots yourself in the foot permanently.

Your first character should be a physical attacker, either based on strength or skill (I think it's called skill in this game instead of Dex). There's some wizard stuff you can do later with an arcane focused character, but until you're more familiar with where to find it and how the game plays, an arcane or gun-focused character is going to be super frustrating and unfun.

Avoid skill for the first run unless you are married to the cane. there are few good skill weapons until mid game.

Pick the ax, pump strength, and you are good for a long time once you get the rhythm of combat down.

Don't stress about picking your starting weapons, you can buy the other choices soon after starting the game.

You can't level up until you encounter your first boss. You only have to initiate the boss fight, so you can go back to the hunter's dream and level up to help you beat them.

Until then, learn how to effectively deal with the crowds. In general, bring crowds to narrow passageways, and use weapons with longer reach.

When locked on to an enemy, you will lose the ability to roll sideways and backwards. Instead you will quickly sidestep attacks, which is good for staying close to enemies in order to attack and regain health. You can still roll if you are not locked on, but it's more commonly used to run away.

Unlike other Souls games, if you don't have the inventory space to pick up an item, it will automatically be sent to your storage box. There will be an additional icon displayed when items are sent directly to storage.

Most importantly, there is no weight system and no difference in roll speed. Bloodborne has done away with stamina regeneration rate issues, so it's all Fashionborne all the time.

Stats gain diminishing returns after 25 and again after 50, so unless you're using a specific build it's a good idea to spread out once you hit 25 in your focus stat. (If a weapon has B scaling in Str and D scaling in Skl, then it gets the same benefit from 0-25 Skl as it does from 25-50 Str)

Two-handed transformed weapons get an additional attack by pressing L2 (does the game tell you this anywhere?)

Each attack from every weapon has a unique damage multiplier, so if their damage doesn't seem to match up with their stated attack power, that's probably why.

The transformed Hunter's Axe charge attack is really good for dealing with enemy hunters since it knocks them down (most enemy hunters stonewalled me until I tried this)

As a general rule of thumb, giant enemies cannot be parried (except for the ones in the Hunter's Nightmare).

Large bosses use a limb break system where targeting specific limbs will eventually cause them to stagger and take additional damage. Many bosses also take additional damage if you target their head, and can even be opened for a visceral attack by doing so.

The Augur of Ebreitas can parry enemies just like a gun can, and also counts as a charged attack if used as a backstab.

If you're struggling with the Cleric Beast, it's optional and you can come back later.

If you're struggling with the boss of the Cathedral Ward, do the optional areas connected to the Cathedral Ward first.

You can use the Gold Pendant and Tear Stone without consequence; they're not used for anything later.

After beating the boss of Byrgenwerth you can no longer interact with NPCs in houses, so make sure to do everything you want with them first.

Unlike in Dark Souls, you are forced into New Game+ immediately after beating the final boss, so make sure your affairs are in order first.