I was new a month ago too. It's lots to take in. Yeah I have one bonfire past 7 right now and if you walked in there not knowing what to expect you'd be dead lol, it gets crazy. You CAN swap from cov to cov, but I believe that a penalty can be imposed on you whereby the players from a former cov or a dark spirit will come and try to off you. The priest at the Brightstone Cove Tseldora can absolve you of sin so it's not a big deal, just watch out for it. You can check sin on your character sheet (you might want to fact check the weight of sin, and how to get it, it's never been an issue for me so IDK). All this being said though, people have speed run this game at incredibly low levels so it's more about how you play than what you own. Things that seem tough now will be a walk in the park once you understand that every enemy calls for a slightly different strat. (Top though, most tough enemies are a sucker for a two handed longsword heavy stab, with good stamina you can -blam!- them up REAL good with it. Heide knights and Dragon keepers are pie with this move)