Basic primer so you don't need to start over:
Any basic soul you pick up (Soldier's, Knight's, Hero's etc) are just for getting a boost, mostly useful when you need a little extra to level up or buy something. Since they're items, you don't lose them when you die.
Souls you get from bosses are unique, you can make weapons from them but in case you don't need that weapon, you can just consume them for a boost.
Fire Keeper's Souls are VERY valuable as they permanently improve your flasks. This is the number one thing to keep in mind. NEVER use them, instead you go to a fire keeper (like the one right below the starting fire) and upgrade the flasks.
Humanity items are also useful to store, since you can't lose them. Use them when you need active humanity, that is, when you want to go human, kindle a fire or to boost your item drop chances.
You can always level vitality and endurance to about 30-40, but to do damage you'll want a damage stat. You also need to meet requirements for the weapon or spell you want to use. This means putting levels in Strength, Dexterity, Intelligence or Faith. Once you've met the requirements, keep putting levels into the stat that raises damage. This depends on the type of weapon and how you've been upgrading it. A quick way to tell is the letters at the weapon information: S, A, B, C, D and E. These tell you how well the damage scales with each stat.
Finally, Sorcery spells scale with Intelligence, Miracles scale with Faith and Pyromancy scale with an improved Pyromancer Glove. Generally, as a beginner, you'd do well to get some sorcery as those spells are VERY helpful early on.
Apart from that, you can level how you want, choose any weapon or spell on any class, and approach the areas in very many ways. Some things are missable but it's very hard to actually ruin your character beyond recovery. Just never level up Resistance though.