I still don't think I've even seen (or at least visited) the areas you're talking about - despite having played the game for over 30 hours now
The village I was in is up in the top left of the map, up a cliff path beyond a muddy swamp full of massive crabs and poisonous humanoid things. The Weeping Peninsula is bottom right, past the lake with the dragon in it (I assume, I didn't see it but someone under a bridge with a massive metal sieve on his head told me not to go there) and over the bridge guarded by a huge flaming crossbow turret. Will keep going for a bit, then look somewhere else.
I can also summon a giant spectral jellyfish to fight by my side. Because of course.
I'm not sure either of us have done it the "right" way, either, because I'm not sure there is one - to me it sounded at first like you'd almost avoided the bits where I thought you were supposed to go early on
That's exactly what I did, am doing and will continue to do for a while.
but since then I've spent a bunch of time exploring (which is to say sneaking and/or running through avoiding enemies that could very easily murderlise me) and grinding through a bunch of places where I am (or at least was) definitely under-levelled, just trying to find fun gear and bring my level up a bit. There's definitely bits that are easier to do in certain orders, and sometimes the game does give you a subtle nudge, but so much stuff is optional, and there are always plenty of options in terms of where to go, it's just a question of whether or not it's a good idea…
I'm pretty sure I know where I'm meant to go, but I'm in no way prepared for that right now. I'd rather spend time exploring, levelling up and generally seeing the world… that wasn't really something you could do in Dark Souls without getting utterly ruined, so it's nice to have that freedom.
I'm still a little annoyed I didn't go Confessor, as I'm liking the look of some of the Faith gear and Incantations more than the INT/Sorcery I'm using
I have no idea what this means, I've only found a handful of weapons and armour, and it's all just bog-standard requiring me to increase my strength or dexterity. I have some spells, but can't use them without a staff (which I have, but my INT stats aren't high enough to use it). What am I missing?
Mart - just out of idle curiosity, have you actually unlocked the horse, or the "other place"?
Yes and yes, assuming you mean the Roundhouse. Both just require you to find lost grace spots, no other progress needed. Finding as many as possible seems to be my goal currently, so I can then teleport around the map at will.