What time is it?
From the start you'll feel two things, a budding sense of frustration with the new combat system and the slow-burn awe at the complex world we have to explore. The combat gets better the more you get used to it, though a few more weapons couldn't have hurt(especially early on) but that sense of awe doesn't really go away.
In Dark Souls you could die on the bridge fighting the hellkite drake and go to where you ring the bell by the gargoyles and actually see your souls out on the bridge. Point being: it was a connected place and it was part of how you explained to other people they had to play this game. In Bloodborne this happens constantly.
It's like you can constantly see where you've been and where you're going, just every door you run into is locked. The odd thing is that Dark Souls 2 had way too few shortcuts. And too many bonfires at that. Bloodborne changes that, almost conversely with there being a constant sense of "I just found a shortcut, should I hoof it to the lamp or just keep looking for a better shortcut).
I mean that's sort of absurd, constantly doing the risk/reward on if you should try to go deeper and find a lamp or a better shortcut. But it works, they get you thinking that way early on and it works really well. I'm not going to spoil anything but wow, you get into absurd situations in this game because you want to see if maybe this treasure you see is worthwhile-only the treasure is on the other side of some terrible enemies.
OK I'll throw something in. There's this part where you enter an old church, and there are these monster cultists(yeah it's very Lovecraftian) below you doing something unspeakable and terrible, but you're running around these rafters above them grabbing treasures. Do you go for another treasure, and possibly fall down to a very unfriendly situation, or do you run back to spend your echoes and maybe buy some supplies back in the hub.
Obviously you got to go for the treasure, but that voice of responsibility is playing in the back of your head.
Dark Souls and Bloodborne are both part of a newer wave of dungeon crawlers. Like how Diablo sort of took what worked and made this mad lateral dash to create something totally new(and profitable) the team at Fromsoft have done something similar. These games run on that constant risk/reward impetus that dungeon crawlers generally push, only in most dungeon crawlers you load up an old save when you fail. Souls games basically push you into this sort of iron man mode where you have to accept when you die and deal with the consequences.
The new wrinkle in Bloodborne is that enemies can basically grab your echoes(soul stain) and run off with it. Just imagine dying with a fat mob of souls, I mean echoes, and when you get back some vile beastie's eyes are glowing fluorescent and you now have to question whether you can actually deal with this creature. So they've figured out how to really push this basic choice into your play session more aggressively. You really might just give up on grabbing your echoes. And that's interesting. In the previous games you could sort of just keep going for your stain, and eventually you'd get them back. But in tampering with that process they've created something really unique now where all off the sudden you get to where you died and you have to figure out how to get your echoes back or if they actually matter to you that much.
Like seriously, this game puts you through some absurd stuff. I can't even.
Try different weapons. Don't start pushing to a strength or skill build early on. You don't know what you're going to like at first.
Look around, chances are you might see treasure you can't get to right now. Yeah I know it might not do you much good now, but it's better to have an idea of where you're going than nothing at all.
Remember you have a gun, and that a lot of enemies do too. Definitely lots of beasties in general, but try to figure the guys with guns into your plans.
Which reminds me: take the time to scope out your surroundings when you figure a fight is about to start. You'll probably get into a fight right around where a lamp is, so slow down as you exit towards a new area and look for where the enemies are. In this game they fall into either two types of enemies: the ones that walk around and the ones who stay still. Both types will kill you, just the ones who move around give you a bit of control over where the fight takes place.
Don't look stuff up. Yeah you might need to look up what stats actually mean and stuff like that, but try to take your time and beat the game on your own. Yes you will miss things, you'll make mistakes and end up having to look up a guide to a boss at some point of serious desperation, but your run will be your own. They'll be your mistakes, your failures, and that makes all the difference.
When all else fails: .....