Yeah, dodge around the bigger enemies and study their moves; learn to recognize the animations of their slower moves. That's one of the most important things you can do with any enemy. Once you can spot those, wait until they swing -- and I mean as the hit is coming at you, not just as they're starting it -- and fire off a gunshot. There's a distinctive sound that happens, and you can run up to them, melee attack, and hit them for a ton of damage.
And take note, the big guy with the cape? He's there specifically to troll newbies. He's the hardest enemy in that first area. You don't have to kill him since he's back in that little alleyway, so just skip him for the time being.
Also, if you're low-level, don't risk running around with a large amount of blood echoes. If you've got them, go back to the Hunter's Dream and level yourself up. There's no bonus for having more at a single time. Just take note of how many you need to level up next, and always return once you've got that number.
Also, there isn't any way to save your progress as far as defeated enemies go. They always respawn after you've returned from the Hunter's Dream.
Have to say, you're going to hate the first boss. :lol: