First I'll say that it's unlikely that I'll ever get the game, but we'll see what happens. I've played a bit of Dark Souls 1 by the way. Also... incoming wall(s) of text.
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1. How do you find out what you have to do, and where you have to go to do it? Do you [i]really[/i] have to just walk in every direction and go as far as you can until you realize it isn't where you're supposed to be? And how do you deal with dying and realize it isn't even the way you were supposed to go? I think I'd feel so crushed if I kept losing my souls if I wasn't even going the right way.
When I first tried Dark Souls 1 in 2014, I barely lasted at all. After the first area with the Asylum Demon, I figured it would be logical to go to the paths closest to me first. IIRC, Blighttown is just off of Firelink Shrine and I quit shortly after trying to go down there.
I've played Dark Souls 1 with a lot of guidance and help now this year, and I feel like I've gone a decent way, but I feel like I've been led down the wrong path and refuse to play without knowing what to do. Uncertainty and risk are some of my least favorite things in life to deal with.
2. How does co-op and PvP work? In Dark Souls 1, I think all you can do is have someone help you with a boss, then they disappear. But I think it's different in DS3. Can you join someone's game as a phantom and walk along with them throughout their journey? And I don't know how PvP really works. I've never invaded anyone or have been invaded in DS1.
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So, Dark Souls III is actually very linear. You might get lost at some parts, but that's mostly because they hide the entrances to things. (took me forever to figure out how to get into the Cathedral of the Deep!) So far, though, the game's only had 2 big branch off paths that I've seen, and both of them seem to be required. That being said, you do still need to explore yourself. There's not some handy-dandy magic compass to point you where to go, or journal to list your objectives. Where you go first, and how you find the entrance is all up to you. It can be disheartening to lose all your souls, but that's why you get up, and try again! To get better, so you won't lose any more! As for PvP, and jolly cooperation? Pretty straightforward. You can summon up to 2 (3 with Knuckle) friendly phantoms to assist you. This will increase enemy health, though, so ne cautious. Once you defeat the boss in your area they are returned to their world. If you want to play the whole game with someone, you're gonna be playing each area twice! However, Dark Spirits can also invade you. Hopefully the invader is honorable, but that's not often the case. In certain areas you're more likely to be invaded, due to covenants, or PvP popularity. If you use the Knuckle, two invaders can invade at once! You can also summon invaders as well. This will result in a more honorable duel most of the time, but not always. For both summoning & invasions you must be Kindled, by using an Ember. I'd definitely recommend the game myself! Feel free to ask away for any questions you have!