Dark Souls

You will die. You will lose souls and humanity because you didn't pick them back up before you died. This is not a big deal. One, the game scales in a way that means the loss will be negligible soon enough. Losing 5000 souls seems like a massive disaster to a new player. Halfway through the game, that number is so small you might not have even bothered to go to the effort of going back to pick them up. Two, Dark Souls is a game where your performance is determined mostly by your level of skill and knowledge. It's a lot more difficult to lose that.

Character Generation

Your starting class only determines your initial spells, items and level, meaning your choice doesn't permanently lock you into or out of anything as everything can eventually be found elsewhere. Pyromancer is one good beginner choice since it otherwise takes a while to find the pyromancy trainer and pyromancy itself is useful for all characters.
You can also pick a starting gift at character creation. Of these, the Master Key (which Thieves start with by default) is arguably the most impactful but it can make for a poor beginner choice since it simply allows earlier access to some later areas. The Pendant and Old Witch's Ring have no real gameplay impact, although the wearing the latter at a specific time nets you some extra dialogue. The effect of the Tiny Being's Ring is almost nonexistent, the Binoculars can be found quite quickly and easily, and Humanity is fairly common, so that leaves the 3 Divine Blessings or 10 Black Firebombs as arguably the best first-time player choices for the gift.

Most weapons are totally serviceable from the point you can meet their stat requirements to the end of the game. Don't get too hung up on the numbers.
Blocking and rolling are the two primary methods of avoiding damage. The effectiveness of a shield depends on its Damage Reduction and Stability stats. The effectiveness of rolling depends on the total weight of your worn equipment compared to your maximum equipment load. 0-25% equipment load gives you a nimble roll, 25-50% a normal roll and 50%+ a clumsy, not particularly useful roll.
You must equip a specific item to cast spells. Pyromancies, Miracles, and Sorceries each require a different type of wielded item; Pyromancy Flames, Talismans, and Catalysts respectively. You can refill your available casts of a spell by resting at a bonfire.
Don't level Resistance.
You lose all of your souls (currency/experience) and humanity on death and while you can retrieve them by absorbing the green orb left at your corpse, they're gone for good if you die on the way back. For that reason it's better to spend them on items and levels instead of hoarding them. Consumable soul items such as "Soul of a Lost Undead" are not dropped on death and are thus best saved until you're about to level up or purchase something.
Even if you don't have the stats to use one properly, keep a bow and some cheap arrows on you. They can be used to aggro enemies from a distance, allowing you to avoid fighting all their buddies at the same time.

At the start of the game, the way forward is not through the graveyard. Those skeletons are meant for a stronger version of you. Find another path out of Firelink.
There's an easily missable merchant very early on in the game in the Undead Burg, accessible right before the first bonfire of the area. He sells a variety of very useful items such as firebombs, a repair box, a storage box and the Orange Guidance Soapstone which allows you to rate the messages left by other players and write your own.
By offering Humanity to a bonfire, first to become human and then to Kindle it, you can increase how many Estus Flask charges you'll get whenever you rest there. An unkindled bonfire yields 5 charges, and a kindled fire 10. Later you'll be able to go up to 20 charges, if you want.
The potency of your Estus Flasks can be increased as well. This is done by offering rare items called "Firekeeper Souls" to Firekeeper NPCs, such as the one caged in the lower part of Firelink Shrine. Make sure not to consume them as items by accident!