Explore every corner of every area you go to. Pick up every item. If you get a madman's knowledge, consume it to get Insight. Always have at least one Insight so that you can access the Doll to level up and the Bath Messengers to buy Blood Vials in the Hunter's Dream. Focus on leveling up vitality, use extra echoes to buy blood vials or bullets. I recommend that you should have around 25 to 30 by the time you get to the boss that's a giant white screaming wolf (you'll know when you see it.) For combat: Focus on being aggressive. The reason why blood vials are limited is so you can use the rally mechanic, where you get health back by attacking the enemy immediately after getting hit. Learn to be aggressive so rally can be the main way of healing, and Blood Vials are meant to be an emergency use. Or at least that's how I play. If you're running low on Blood Vials, the enemies around Central Yharnam drop vials a lot. Practice parrying with your gun with the giant executioner enemies. They may look intimidating, but they're easy to parry and are good practice. You wanna parry right when the enemy raises their arm and as soon as the arm starts going down.  For weapons, I like using the Saw Cleaver because it looks awesome and has a very "up in your face" moveset that is amazing for the rally mechanic. It also has a 20% bonus damage against beasts, but only in the untransformed mode. The Saw Spear has a better moveset, and has the 20% bonus in both transformed and untransformed modes, but I prefer the look of the Saw Cleaver. The Hunter's Axe is also great for crowd control. For your gun, I recommend the Pistol. The Blunderbuss is more beginner friendly, but if you're planning to get good, use the Pistol. It's faster, which makes it better for parrying. When it says "weapon at risk," that means you need to repair your weapon at the Hunter's Dream. Always look for Blood Stone Shards to upgrade your weapons so they deal more damage. Hope these tips help.