Rookie mistake! As with all Souls games, the order in which you do things is vital. Been a while but I recall a ring in the Cathedral of Blue (which you should go to after the Forest of Fallen Giants) which means you don't go below 75% health, which is a must-have item,
especially as I didn't use a single Human Effigy in the whole game (I am a hoarder and was paranoid about needing them at the end).
Even as a veteran of the Souls games, the beginning of 2 was really difficult...the Pursuer was an incredibly difficult 2nd boss but by the time I got to No-man's Wharf and The Lost Bastille, I found it a lot easier and I did the last 7/8 bosses without dying once.
Not sure what build you are but I was a melee/strength character, so upgrade strength, vitality and stamina...after a while upgrading weapons is far more beneficial than levelling up, so ensure you do that. I think I used the Claymore for most of the game (same with the first) and when levelled it's a good all-rounder. Also as enemies stop spawning after they've been killed (I think) 12 times (although you can bring them back permanently with an item, although their difficulty increases), losing souls is even more of a handicap, so be cautious and cash in if they start getting high.
Good luck!