What I really love about the story is how at some point, you realize that it's basically telling the story of an ancient mythology, and contains many familiar themes and character archetypes from existing mythologies. The basic theme of the game is of a human overthrowing the gods, ending the age of the gods, and ushering in the age of humans. I see Gwyn as sort of a Cronos character, which would make Lloyd Uranus, and your character, taken alongside your character the pygmy, is a sort of Zeus/Prometheus hybrid. Or maybe you could say that Gwyn is Zeus/Odin, and you're just an archetypal human, overthrowing the gods completely, You're basically living in the "Age of the Gods" in this universe, and acting out the most important event in that age. Pretty cool stuff.
There are still some things I don't completely understand, like the whole undead/hollow situation. How does someone attain a darksign and become undead? What makes an undead become hollow? Why is there a difference between two types of "hollowness": one where where you just look like a zombie, and one where you look and act like a zombie? Isn't everyone in Lordran undead? If so, how can they die? Aren't they all supposed to come back to life indefinitely? Also, why was Lord Gwyn imprisoned, and by who? And why are you able to visit his tomb, when he's clearly alive somewhere else?