You need to find a boss and die so you get Insight. Once you get Insight something unlocks in the Hunters Dream (that hub you go to from the first lantern) which allows you to start leveling up. Once you have that unlocked, go out in the first area you've been in and make incremental runs. Ie. Don't stay out there for 3 hours. Do a 30 min run of an area you are familiar with and then come back immediately to the first lantern and use those blood echoes to level up your stats. Once you spend echoes on a stat, it's 100% permanent and death doesn't take away the items or stats you spent the echoes on. So what you want to do is do these tiny runs and immediately come back and level up. Then as you start doing more damage you go a little further out in your run because as you get stronger, the echoes needed to level up will be greater (so you will need to go further and kill more things).

Eventually this will snowball and you will get strong enough that suddenly you aren't dying as much. And you will also get better learning attacks and defense as you put in more time. Also if you are doing right, you should be unlocking shortcuts back to that first lantern.

Lastly, you do know if you die and lose your echoes, you can go back to the same spot you died and pick up all your echoes? Usually the enemy that killed you will have picked them up. You can tell as their eyes glow purple. Kill him and get all your shit back. But if you die twice in a row then those echoes will be gone forever. So if you ever die, you have that second chance to recollect yourself and go back and get them. Don't rage quit or exit the game or you will lose them.

Oh also, not too many enemies should be able to one shot kill you. Stock up on blood vials. Usually enemies will drop them. You should always be carrying these and using them. It enemies stop doing drops, go back to the hunters dream and exit to main menu. Then load your game. This will reset their drops. Although usually just going back to the lantern and going to the dream hub will reset drops. Anyways, enemies at this stage shouldn't be one shot killing you. So if they start hitting you, immediately dodge or even turn around and run if need be. Run and then turn around and get your bearings. Don't let them hit you over and over as the damage adds up quick and you will die. Basically, as soon as an enemy lands a hit on you do a dodge or back step. If you don't feel comfortable click the left joystick in to unlock off the character so you can free run and just turn around and run away. Never be ashamed of backing out of a fight this early on. The game rewards you for being aggressive and actually going in with hard hits. But this is the early game and you are still weak and learning. So you shouldn't have to die. Just run, dodge and get away until you can see how many are there and how to attack them. Don't let them get close to you and start attacking over and over. Now obviously you are going to get close when you are hitting them. But you should also be side or back stepping to avoid their attacks. But once they connect and hit you -- then you need to get back ASAP as their attacks will hit over and over and you will die.