The taurus demons are largely optional, that one group is just guarding an ember, and then there's the one in front of the next boss door. I actually really, really like Demon's Ruins and its use of previous bosses as regular enemies. The Capras aren't so bad, they can still pack quite a punch but you should have decent equipment to deal with them by this point. Not to say the area's a cake walk.
You learn about the gravelord covenant if you join it, which is all the way in the catacombs so you probably shouldn't go there for a while. But the game is incredibly vague about most things. Don't be afraid to use Wikis, guides, or GAF to find stuff out.. you can easily learn what you want without spoiling anything. Learning from the rest of the community is part of the experience. Although, as I've said before, the game could benefit by explaining its mechanics better. Just curious, are you aware that you can summon help - NPC or human - for that gargoyle fight? You need to be in human form (consume a humanity, then choose "reverse hollowing" at bonfire), and then look for white signs on the ground. Apologies if you knew this already, but it's the first boss (i think) that you can summon help for, and at that point of my first playthrough I had no idea how that shit worked. You can also drop the white sign summon stone to help other players beat the boss (which will not kill the boss in your world, but you'll get humanity, souls, and practice!)