Character Selection
For beginner characters, the best character to begin with is the Royal class. While this character is somewhat weak because it begins at Soul Level 1 (other characters start at at least Soul Level 7), this character comes equipped with a HP regenerating ring, good weapons and armor, and most importantly, the spell "Soul Arrow," which can kill most enemies on the first stage in one hit. Since this character begins at Soul Level 1, he can be leveled up in whatever way you choose, as opposed to the other characters, which for a while have predetermined attributes.
Combat
It is best to always keep your shield up when travelling from place to place, especially on a new or unfamiliar stage. Every stage has unexpected ambushes in it, not to mention ranged enemies that fire arrows or magical spells at you. Learn to use the parry and roll maneuvers effectively, as the key to combat is completely avoid hits, rather than blocking them. Parrying leaves enemies especially vulnerable. Pay close attention to movement and attack patterns of enemies instead of blindly attacking at the first opportunity.
Online
If the online mode is active, read whatever messages you come across. These warn of traps, highlight specifically difficult enemies and show the way to secrets. Bloodstains in a particular area are especially important. If you stand on them and press "X," they will show you the last moments of a hero's life, another way to note falls, difficult enemies and traps. If you see a Blue Stone marker, activate it and another real-live player will help you defeat enemies as a phantom for that level.
Boss Souls
When you defeat bosses and sub-bosses for their souls, do not trade them in to level up. Instead, the several blacksmiths in the game can enchant weapons and armor with these souls, creating extremely powerful items that are useful no matter your Soul Level. These souls can also be traded in for magical spells called "Miracles" that have drastic and much more powerful effects than typical magic spells.