what all this fire shit is about and why must it be linked
As others suggested, watch the intro video for DS1. The first flame is critical to life in this universe (or so some would have you believe). But it fades with time and fuel has to be added to the fire in the form of sacrificing a powerful entity filled with the power of many souls.
why the undead legion fuckers were killing each other
I'm not really sure. They're undead, and apparently just keep coming back to life. I got the impression they were just sparring until you intruded.
why is this dragon thing obsessed with "Ocelot"
Nobody knows. Apparently some dialog was cut related to this. We're hoping the DLC will go into it a little more. The dragon thing is the old king of Lothric.
what exactly the pope-squad was congregating in worship of
The deacons of the deep are just leaders of the church. The church in Dark Souls has a very vague belief system--they seem to just be religion for the sake of religion. In DS3, they're particularly corrupt. Sulyvahn is basically the pope (pontiff) and Aldrich is a holy figure (saint) from the past who recently rose from his grave.
what god did Aldritch eat
Aldrich ate Gwyndolin, a minor god and optional boss in DS1. He isn't terribly important to the story, but was a force for good and a fan favorite.
why does a 'dancer' have swords
It's figurative. The "dance of battle." The dancer is just a graceful warrior.
why does lothric's brother crawl on his knees
They're both cripples. The physical deformities of the royal family show how "sick" the kingdom is.
what the hell is going on in the dark version of firelink shrine
This is currently debatable. It appears to be set in the past, perhaps as evidence that the first flame has gone out before or very nearly gone out. It's strange that you can walk into the past from Lothric Castle, but you have to teleport to get anywhere from the present Firelink Shrine. There will probably be a consensus fan theory soon, but it's far from certain.
what are these screaming things that pop out of Gundyr and random skellies in High-Wall
We don't know yet. They appear to be related to Oceiros, so hopefully we learn more in the DLC. They're likely some abyss corruption (see the DS1 boss Manus), but how they relate to the consumed King and the dead dragons is a little unclear.
why is everyone an undead
The undead curse is just kind of the way things go in this world. It's not really spread like a sickness, but rather an inherent part of the human condition that can pop up at any time. Linking the fire seems to keep it at bay for awhile, but it is also hinted to be the natural state for humans.
why do some undead look like skeletons and others fully fleshed out
This is called hollowing. When an undead dies over and over, they may begin to lose their purpose. Once that happens, you go hollow and insane.
why does everything want to kill me
Gameplay. The developers like to pull the "YOU were the monster the whole time!" card out. As if you're slaughtering innocent people. In reality, if they were all passive until you attacked, the game would be pretty boring. So the default mindset of everyone in the game is to assume you're some unholy reaper there to pillage their souls so you can use your new cool weapon.
WHY DO KNIGHTS HAVE SO MUCH FUCKING STAMINA?
No idea; I find the infinite stamina enemies to be the cheapest part of the game.