That chain armour will make sneaking up on enemies harder (like the Black Knight you killed with his back to you at first) as it makes more noise than a lot of other armours. On the equipment page, if you click to the information page for a weapon or armour piece it will compare it to others as you scroll through, blue is better, red is worse. The menu tells you what button it is for more info at the bottom.
Souls isn't a brute force game, if you die to an enemy there is a way to kill it just have a look around for clues or at your gear. There is no need to grind in Souls, levelling up a load yeah it's going to help but as each level costs more than the last you're going to be grinding for a VERY VERY long time in the early areas if you want to try and break the game by grinding. What is far more important than grinding is upgrading your weapon. You may already be able to do this if any enemies you've fought have dropped Titanite Shards, but if not, no problem - Undead Burg and Taurus Demon is more than doable with a standard weapon and what you have at hand, it was designed to be done with a regular weapon.
Taurus Demon's attacks are telegraphed as hell, you can bait his attacks by standing in range, then backing off when he attacks, then run in and get a few two-handed swipes in before backing off and repeating. Or you can do what you learned in the tutorial level - a plunging attack. If you picked up the Gold Pine Resin, that will also make the job a lot faster and easier. Firebombs also work well and pyromancy if you started as that class.
