GFWL is still around until I believe around June of next year. The online is still active but since the game has aged a bit, it's not positively bustling with people.
Most of the invaders are probably going to absolutely wreck you, and most of the people who you can summon are probably going to run straight to the boss leaving a trail of dead enemies behind them, so you should decide how and when you want to interact with the online community.
Realistically, the class you choose doesn't matter at all. Regardless of the class you pick, basically any playstyle is open to you from the start of the game.
If you don't pick the Master Key as your gift there will be some stuff you can't access so if you're the type who absolutely wants to do everything I recommend you get it.
As for the balance of what to look up and what not too, this is my philosophy.
Keep playing until you become so frustrated that your options are either look it up, or stop playing all together. Dark Souls has a lot of secrets and some are really fuckin devilishly hidden! You should try playing without a guide but if you find yourself so angry that you just wanna stop, it's probably worth just looking some stuff up about the area.
I think there are some tips you should know if you want to explore everything.
There are two areas in the game that you most likely would never find on your own. One is called The Painted World of Ariamis and the other is called The Great Hollow. Both of them are mid to late game areas, so if you feel like you're far in the game and don't want to miss out on them, you should look them up. (I wouldn't look them up before completing Anor Londo.)
Another important thing to know is humanity and kindling.
If you rest at a bonfire there are two options, one called reverse hollowing and the other called kindle bonfire.
By default, you're undead. When you're undead, you can't do any of the multiplayer stuff, so that means people can't invade you but also you can't summon others to help you.
In order to become human, you have to consume an item in your inventory called "Humanity". Once you have consumed humanity (you'll see the counter on the top left of the screen says 01 now) you can reverse hollowing at the bonfire. While you're human, you can interact with the online how I mentioned before and you can also "kindle bonfire". You can use another humanity to kindle a bonfire and what that does is basically boost the bonfire so that if you rest there, rather than getting 5 health potions (called Estus Flasks) you'll get 10 of them.
Another small tip, in the early game when you're just learning, parrying and riposting are not important and very difficult to pull off. Don't get frustrated if you can't do it. The timing is really precise.
Blocking is a lot more effective than you probably think and you should try to get a shield that blocks 100% damage. (You can see more stats on items by changing the view option while in the weapon select menu)
Being able to roll really fast is useful but not essential. (you roll really fast if you're under 25% load) If your equip load (basically your carry weight) is more than 50% of your total possible load, you'll roll really slow and you probably don't want that.
Don't rush.
Some NPC's sort of look like enemies, they won't attack you - don't attack them or they won't forgive you.
Those are the basics that I think are important that I can remember right now. I know it seems long, and you'll probably be able to figure out a lot of this stuff on your own, but I think all of that is really useful.
If you've ever got questions, drop em my way bud. Hope you like the game!