Not an expert or vet, just a little ways into my first playthrough too, but here are my observations/impressions.

There are no bonfires, just the Archstones at the beginning of each level. There are often shortcuts (like the portcullises in 1-1 that bring you back to the Archstone), but not always.

Bosses usually have a "trick" or a specific type of damage they are weak to. If you don't have that type of damage at your disposal, you can still beat them - it'll just take longer. For example, my halberd +1 barely scratched the Tower Knight, but that was the best weapon I had at the time. So that fight took FOREVER, but I just had to be patient and play conservatively. The Armor Spider (2-1) was much easier for me.

But it sure feels like no single weapon will get me through - or, at least, I haven't found it yet. Fortunately, at least basic crafting materials (hardstones and sharpstones) are pretty plentiful, so upgrading some secondary weapons is feasible.

Hope this helps.