I did NOT know about these little shortcuts along the way. That should make things a lot easier now that I know these are a thing.
And the boss I was talking about was some giant pig looking thing in a long tunnel. I didn't get too close as I was afraid of dying. I don't quite know what the bridge boss is, so I'll have to do some additional exploring.
Regarding stats, do they reset during NG+ or do they carryover? Am I eventually limited to what I can do with my stats?
That pig is actually not a boss. It's quite easy to kill (just stay behind it) but he doesn't drop anything of note yet and there's nothing behind him but a bottomless hole. He also respawns like any regular enemy, so killing it is pointless right now.
Bloodborne is quite non-linear so exploring and familiarizing yourself with the map and its multiple interconnections is really useful.
Level and stats do carry over to NG+, and enemies drop more blood echoes to allow you to keep levelling. People tend to stay around the level 100 range so as to not outlevel everyone else, mostly for PvP purposes, but I'm not sure if recent patches removed the level limitation and instead scaled players (that might be only for coop, though). Of course, each subsequent level costs more too. All in all, it's not a bad idea to plan ahead what weapons you're going to use and focus on one or two of the damage stats (strength, dexterity, arcane and bloodtinge). You pretty much can't go wrong with all the other stats, though, they're always helpful, and should probably be your first priority so as to make fights less deadly and give you time to learn each enemy.
If you don't know what damage stat to raise, I've noticed a vast majority of the weapons in the game scale with dexterity, either alone or in combination with another stat, so that's another good investment. For beginners I think the most usual combination would be strength + dexterity, which will make all physical weapons scale really well, especially one of my favorites, Ludwig's Blade (yeah, I'm unoriginal, so what).
Oh, I realized you might not know what "scale" exactly means. All weapons give you a bonus to damage as a multiplier of one or more of your stats, it's the A, B, C or D thing next to a stat on a weapon's properties. The letter is sometimes misleading, so watch for that. Enhancing weapons with bloodgems not only improves their base damage but also their multipliers. In any case, this means that a weapon with low base damage but high multipliers (especially ones related to stats you are going to pump on your build) can outpace others with higher base damage but lower multipliers as you level up (this was most prominent in Souls games, I think it's quite more balanced in BB so that all weapons stay useful throughout).