From the Majula bonfire, head up the cliff towards the church and head inside, walk down the stairs past the contraption and down a large spiral staircase. Near the bottom is a Crimson Parma shield if you haven't obtained it alredy and in the next room a sluicegate. This can be opened by pulling the hard to see chain on the upper landing and then traveling through when it lifts up. There is also a similar chain in the next room to allow passage back.
Head through the iron bars and grab the Soul of a Lost Undead and Broken Thief Sword from the body further along the waterway. A door on the right of the room provides a staircase up and out of the waterway to Heide's Tower of Flame. The stunning vistas here may draw your attention from the huge enemies. These towering enemies are called Sentinels. The first one is visible on a large circular platform with a staircase to the left and a nearly hidden ramp to the right that immediately leads down to a bonfire. You can actually just run past him and get the bonfire if you need to. Just be mindful of the fact that these guys hurt and dying repeatedly drops your maximum HP to dangerous levels.
The best thing about these enemies though is that they provide 400 souls per kill. So this is one of the best early areas to start grinding levels. Casters have it easy here as they do decent damage against these enemies and can hit and run far easier. The other advantage of killing these enemies for levels is that it clears the way to the two miniboss fights at both ends of the area, so walking back to them after death is much less frustrating. If grinding here is too hard, you may want to go back to the Forest of Fallen Giants and beat down the 90 souls hollow soldier enemies until you are strong enough to train here. Remember, souls are now limited, so losing them is far worse than in previous Souls games.
The path here is very obvious and there are a total of ten sentinels here, trying to stop you. The second sentinel along the path is actually a once off enemy and drops a sublime bone dust. A rare item that allows you to strengthen your Estus Flask. If you are killed before picking up the item, it will be lost forever so make sure to engage him alone (not multiple enemies at once). Grab the nearby Soul of a Nameless Soldier and Human Effigy from the corpse on the railing.
A third sentinel awaits you just through the archway, along with a switch that raises up a platform on the far side of the area, so make sure to use it. Once he is defeated, pick up the Lloyd's Talisman from the corpse nearby.
You will reach a large circular structure containing three sentinels (one in the center and one blocking each exit). The circular structure is the fork in the road of this area, with the left path leading to the Cathedral of Blue and the right path leading to a mist door to No-Man's Wharf. Both of these exits are guarded by mini bosses, so make sure you are ready before entering either mist door.
From the central fork, take the right path and head down the stairs to the area in front of the newly raised platform and defeat the lone sentinel. A chest will be nearby on a tiny spur of flagstones. Inside is a Green Blossom Flower to pick up. The mist door nearby contains the Dragon Rider Mini boss, so make sure you are prepared before facing him.
Mini Boss: Dragon Rider
Personal Death Count: 12
Heavy Thrust - The Dragon Rider will pull his right arm back slightly and then quickly thrust his weapon towards you, dealing significant damage if it connects. Another problem with this attack is the knockback effect which can send you out of the ring to the water below (if you haven't sealed the ring). Rolling to his right side is the best way to dodge this attack and his recovery animation will allow you to get in a hit or two before he can attack again.
Slam - The Dragon Rider raises his right arm up and behind his head (relatively slowly) and then brings down his weapon towards you for crushing damage and knockdown. Rolling to the right is (as usual for a right handed boss) your best option to avoid damage. Similar to the heavy thrust attack, the long recovery animation will allow you to get a hit or two before he resumes the attack.
Sweep Attack - The Dragon Rider raises his right arm up and behind his head (relatively quickly) and then scythes it in an arc in front of him. For this one you need to roll backwards to avoid the arc of his attack and his recovery time is faster so you probably won't have time to land a hit.
Shield Attack - If you are quite close to the Dragon rider he may quickly thrust his shield forward, bashing it into you. This can deal damage if unguarded, but most people will not get close enough for him to trigger this attack.
The Dragon Rider is a good warm up for the other mini boss in this area. You can actually perform some prep against this enemy beforehand to make your life much easier. There are two things you can do. Firstly if you have a bow and a decent supply of arrows (around 100), you can actually damage him down to within a single hit of death before engaging him. This means when you enter the battle proper, he only takes one hit to dispatch. Another bit of prep is to activate the two switches on the path to the Dragon Rider area (one through the first archway after the bonfire and the second in the large circular structure with three enemies inside. If you trigger both switches, the arena will be full sized and you cannot fall into the water below, which is a big threat otherwise.
He is relatively fast and will always close the gap between yourself and him. This constantly leaves you rolling out of his way to avoid his attacks. He is also another right handed boss, so rolling to the right is far more effective than rolling to the left. He has a relatively small array of attacks so learning his tells is pretty easy. The only hard part is stringing it all together long enough to deplete his health.
After defeating the Dragon Rider, you can pass out the other side of the room and up the nearby staircase to a bonfire and Licia, who is the first proper miracle seller (cleric merchant) of the game. After talking to her until she begins repeating herself, she will return to Majula inside the nearby church. She can then be used to activate the contraption inside and reveal the path to Huntsman's Copse.
Head through the nearby passageway and descend the large spiral staircase. At the bottom, you can grab a Monastary Charm off a corpse and in the passage beyond, find two sentinels waiting. By now you should be an expert at dispatching them so, I'll leave you to it. Once that is done, head down to the far end (ignore the open area to the right for now) and pick up the Old Knight Halberd, Human Effigy, Dark Troches and Soul of a Proud Knight. Head back to the other door we passed by just before and descend the steps to the lower level.
Keep in mind that the only enemies here are sentinels (until after the next bonfire we reach) so they are pretty easy to spot and unlikely to ambush you. Another sentinel will be waiting at the bottom of the staircase. He won't be able to enter the stairwell, so time your strikes in melee or just sit back and use ranged attacks to deal with him. Once he is done, head out into the better lit area ahead and turn right to engage another sentinel (the left path is a dead end so it is a waste of time).
After defeating the sentinel, you will find he was guarding a room with a lift in the center. Use it to descend to the level below. The water level here means the corridor will be semi-flooded. Head down this wet walkway until you spot a sentinel in the second small alcove to the left (keep in mind that your dodging ability will be reduced by the water). Destroy the sentinel and head up the stairs he was guarding. Turn right at the top to find the full set of Knight's Armour. Back down in the watery tunnel, take a left and follow the path to a bonfire. Next to the fire is a mercenary by the name of Lucattiel is leaning against the wall. The area just beyond is called No-Man's Wharf, but for the time being we better head back to the bonfire at the start of this area to take on the second miniboss.
Back at the starting bonfire in this area, head to the circular room with three sentinels, take the left path and defeat the two sentinels in the way. To your left down a broken set of stairs is a Divine Blessing to pick up. Follow the linear path upwards to reach a final sentinel all alone on a circular platform. If you defeat him, a switch will rise up out of the ground that controls the drawbridge for the Cathedral of Blue. Head across it to change to the next area.