Upgrade your weapons. Deserves a lot of emphasis. It requires souls and materials, in addition to a Blacksmith, certain weapons may require materials you can't buy right off the bat, but when you do, upgrading whatever weapon you are using is always a smart choice. If you need to increase your damage, souls are almost always better spent on making your weapon stronger rather than increasing your offensive stats.
On that note as well, upgrading weapons to elemental weapons is usually a smart choice. It will usually remove or severely reduce their stat scaling, but the added elemental damage is almost always worth it until much higher levels. (Or if you are fighting enemies resistant to it)
Also, remember your total equipment weight matters. If your armor+weapons/shield's total weight is 0~25% of your Equip Load you move and dodge quickly.
25%~50% is medium movement and dodging, but being above or below 37% will be slightly faster or slower also.
and above 50% will be slow movement and dodging.
Just to keep in mind since it's not immediately obvious how much weight has how much effect.
Choosing the Master Key as your starting gift will give you easy access to a lot of goodies from the start and is what I usually recommend, but generally don't stress too much over which one you choose. Unless you are trying to accomplish something in specific at the very start, every starting gift but one can be obtained as you progress. (Also, the Tiny Being's Ring is translated wrong. It doesn't grant regeneration, it increases your health by 5%.)
and finally: Backstabbing is always the correct way to fight.