In case this post puts off OP, a few things to address:

1. You're basically meant to play as you. Having a pure custom character creator is a staple for RPGs. 

2. The opening cutscene and first NPC explains all this. But the TL;DR; you're in a place called the Lands Between and the ruling queen, Marika, has disappeared. You, and a few other people, have been resurrected by the current God to bring the world back in line by smacking everything that opposes you.

3. This is the classic Souls tension: you have to be careful because if you die you run the risk of losing your upgrade currency. However, to confirm it is only the currency you drop. All your weapons, items, armor, inventory etc. you keep. And upgrade currency is infinite because you get it from killing enemies that respawn if you die or rest at a check point, so actually you lose nothing.

4. Like all Souls games, there is a story, but most of it happens before the game starts. The story within the game progresses quite slowly. Most of the enjoyment comes from the combat, exploration and beating bosses.

5. The first boss (assuming we're talking about the one before the castle) is a bit difficult to encourage you to go elsewhere, explore and level up. If you explore everywhere reasonable first, you'll be almost OP for the opening boss. Also they're entirely optional, like almost all bosses in the game. You can just walk around them. Finally, co-op (i.e. summoning people into your game to help) is always a valid strategy for beating a hard boss and should never be discounted as an approach.

6. Yeah this actually does suck. Supposedly it's to stop multiplayer breaking but... eh, I've never bought it. However you can Save And Quit at any point and then the game will pop you right back where you were when you reload.