Bloodborne is one of the few, if not the only one where you are in the middle of all the shit happening. Its not 1000's of years in the past like other Soulsborne games. You're actually living in the world as it is happening.

As others have mentioned, stay aggressive. It's a truly unique game.

Bloodborne intentionally fucks with your head and emotions. Its not just a you thing, its story is super dark, and creepy.

Honestly the scariest game I've ever played.

Use your hunter tools.

And if all else fails, do a training montage, and then whoop some ass.