Now that we've gotten the ashen mist heart from the ancient dragon at the Dragon Shrine, it's time to enter the memories of the ancients. There are two ways to reach the first ancient, so chose whichever you have unlocked and teleport to the cardinal tower bonfire in the Forest of Fallen Giants.
Via broken wall next to bonfire (firebombed earlier)
Our first ancient is near the cardinal tower bonfire. Teleport there and you can head through the broken wall here (if you destroyed it with a firebomb), take a left to the ladder and descend down to the stretch of grass between the walls. Ignore the room to the right that contains the ballista trap and instead head left into the room with the turtle knight guarding the door and firebombs being thrown down from above. Sprint through the gap to the right and head towards the half tree half giant and interact with it to enter the Memory of Vammar.
Via room with giant sword through it (iron door opened)
Teleport to the cardinal tower bonfire. Descend the ladder nearby, head through the iron door (should be open if you followed the guide) and through the arch at the end of the room (watch out for the pair of hollows guarding it). In the room with the giant sword through the wall, head to the next door in the wall to the right. A turtle knight should have his back to you. Kill him off and sprint out into the yard beyond (firebombs will rain down from above). Take the gap in the wall to the left and head straight ahead to find the half tree half giant and interact with it to enter the Memory of Vammar.
Now that we're inside the first memory, there is one thing you should be aware of. Memories have a time limit. After a set amount of time, no matter how far you have advanced inside, you will be kicked out. Messages about the mist thinning will warn you about how much time you have left. You can access the memory as many times as you want though, so it is just a nuisance. After entering, head straight ahead until you reach a ruined room with a tattered pennant in the middle. The soldier lying on his back to the right is NPC Captain Drummond, who can teach you the hurrah gesture if you listen to all his dialogue. If you come back after defeating the Giant Lord boss and talk to him again, he will give you the Drangleic Helm. Once you are done,
Enter the door on the left side of the room to find a small room with a chest inside that contains Smooth and Silky Stones. Now, head back to the previous room and take the other wooden door into a curving hallway. This is one of those smash through the wall attacks once again. Look for a large crack on the left wall to see where a giant will break through and inch forward until he does (roll backwards immediately to avoid being hit). The giant that bursts through is a regular melee giant, so treat him like any regular enemy: hit him with ranged attacks or bait his melee attacks and then counter. You can also inflict poison on giants fairly easily or back-stab them, so add these to your giant slaying toolbox.
Head to the end of the stone hallway when you are done to pick up a Fire Seed off a corpse and then return to the hole in the hallway the giant made. From here you will be able to see outside to a hammer wielding giant and a giant sorcerer. Ranged attacks work well against the sorcerer (who can inflict poison on you if you get too close). Otherwise, these two enemies are just regular giants. In this burning outer area, look for a ramp leading up to find a corpse holding the Large Soul of a Nameless Soldier. Head back down and look for a doorway you can walk through nearby. After heading through it, look to the left to see three giants engaging soldiers. The giants will be hit by barrages, but will most likely win the confrontation. This leaves you to mop up the weakened enemies. If you have powerful ranged attacks, head forwards a little to find a ladder to the right and climb up to the rooftop. Two sorcerer giants will be on the opposite roof and will attack with pyromancy spells. Quickly kill them off and then snipe the remaining giants visible from the roof (there should be several) this method allows you to take out the ground giants with no risk. Melee characters will have to engage the weakened giants and then deal with the large dual club giant (has the ability to bypass shields) past the house on the right on the ground level.
Next to where the dual club giant was standing is a corpse containing a Giant Warrior Club. After grabbing it, turn around and look for an alley between the buildings opposite. Down here you can find a chest containing the Blossom Kite Shield. Enter the lit doorway nearby and look for a ladder inside. This ladder leads up to the rooftop the two sorcerer giants were standing on (or still are if you couldn't kill them earlier). There is also a Bonfire Ascetic to pick up from a corpse in the corner directly ahead. Descend the ladder into the building again and use the other doorway down here to reach an outdoor area with dark waters directly ahead. Turn left here and then left again to find a body holding Rouge Water. Climb the nearby stairs to find another dual club giant. After defeating him (remember you can retreat down the stairs if needed). Grab the Soul of a Hero and Torch off the body to the right and then interact with (stand at the feet of and press the interact button) the giant corpse against the wall to receive the Soul of a Giant. Obtaining this will exit you from the memory.
Teleport to the cardinal tower bonfire. Descend the ladder nearby, head through the iron door (should be open if you followed the guide) and through the arch at the end of the room (watch out for the pair of hollows guarding it). In the room with the giant sword through the wall and enter the bound iron door to the right (yes, the way to the pursuer boss fight). Head up the two sets of stairs beyond and through the door directly ahead (the boss room). Head through the door at the opposite end to find the half tree half giant you need to interact with.
Directly ahead when you enter the memory will be two doors and NPC Benhart (if you have talked to him each time you met him). Take the left door and the stairs inside first. The room has four royal soldiers inside that will attack you on sight. These guys aren't the hollowed weaklings you've cut up before, so be wary as their attacks can cause significant damage. Once the soldiers are dead, pick up the Fading Soul from the corpse in the room. A pharro's device will also be in this room. Activating it reveals an illusion wall in the room which holds a trapped chest containing Soul of a Hero. There is also another illusion wall in the room that can be attacked to reveal two chests. Open them up to get the Steel Armour set and a Fire Seed.
Look back towards the door you entered from to see a set of stairs leading up. Take the stairs to emerge onto the battlements. To the left you will see a melee giant and sorcerer giant engaging some soldiers. Be wary of the soldier shooting the ballista at the far end. Once the battlements are clear, head back to the crane next to the ballista that was firing earlier. Attack the crane to lower a platform you can drop down to. Drop down to it and jump into the nearby hole to find a room containing a giant and two chests. After defeating the giant, open the chests to find a Grand Lance and Bonfire Ascetics.
When you can, head back up to the battlements and look for the first gap in the wall to the left to see a bridge just below. Drop down here to find a corpse holding the Soul of a Brave Warrior. Next to the corpse is another gap that will let you drop down to a rooftop below. From here you can attack the soldiers below with ranged attacks or drop down and engage them in melee. This is the courtyard you would have entered if you took the right door in the first room of the memory. At the back of the courtyard is the giant that will give you the Soul of a Giant. Before grabbing it though, you may want to pick up the items in the courtyard first. To the right of the ladder in the courtyard is a body holding the Large Soul of a Proud Knight. Up a ladder on the side of the courtyard is a copse that holds the Soul of a Proud Knight. There are also other corpses scattered around this area that hold: Soul of a Great Hero, Soul Vessel and Wilted Dusk Herbs. Once you are done, head to the giant's corpse at the back of the courtyard and retrieve the Soul of a Giant to exit the memory.
Teleport to the cardinal tower bonfire. Descend the ladder nearby, and cross the nearby bridge over the salamander room below. To your right is an iron door, head on through and then take a left out to an open area with a King's door to the left. Equip the King's Ring to open it up and light the bonfire inside. The room beyond contains the half tree half giant we need to interact with. Once inside the memory, you will see blocked archway ahead with a dead giant on the other side, unfortunately we can't reach it from here. Instead, head up the nearby stairs to find a mist door. This leads to a battle against some giants and the boss.
Boss: Giant Lord
Personal Death Count: 2
Slash: The giant lord swings his sword in an arc in front of him. The arc is quite large and can even hit you if you are to the side of him, so be careful. Get behind him or roll backwards when you are in front of him to avoid this attack.
Stab: The giant lord stabs the sword towards the player quickly. Roll to the side to avoid the attack when you see him move his sword arm back.
Stomp: Similar to most giant creatures in the game, if you stand near the legs of the boss, he will raise one and try to stomp on you. Roll away when you see his leg raise up.
Sword Slam: The giant lord will swing his sword vertically into the ground releasing a long ground wave when it connects. Roll to the side of the wave when it comes towards you to avoid it. He will exclusively use this attack if you are out of melee range (meaning you can stay on the ledges as a caster and ranged attack him, the only downside is the barrages that will likely hit you). Some players may want to use high fire defence and try to dodge the barrages while they use ranged attacks to bring him down. This is a viable if risky strategy (you can see it used in the video).
Casters who have powerful pyromancy spells will be able to take advantage of this to damage the giant lord quickly. The giant lord is also weak to lightning so if you have a powerful lightning weapon or the lightning spear spell you will do significant damage per attack. You can also bring the NPC Benhart into this battle if you talked to him in the Memory of Orro. Melee characters will want to get in under the boss and avoid his basic stomp attacks (just like the first boss of the game - the last giant). Use the openings before and after these attacks to inflict as much damage as you can. Ranged characters can use the ledge next to the giant lord to attack the boss (only having to avoid his sword slam attacks). The barrages are much more dangerous than the giant lord, so try to avoid backing into them. After a few attacks, the lord should fall giving you some key items (mentioned below).
Once you defeat the giant lord, you will obtain another Soul of a Giant and the Giant's Kinship (key item: Allows the wielder to confront the final boss of the game). The ledge near where the mist door was holds a copse with a Bonfire Ascetic on it to pick up. There is also a body at the far end on a ledge to the left that holds a Fire Seed. Now that we've got everything, head through the door at the far end of the wall to find some stairs leading down to the giant's corpse that we saw at the start. Interact with it to exit the memory.
Unlike the previous memories, this one is found in Brightstone Cove Tseldora. Teleport to the third bonfire of the area and travel all the way to the boss room (read the relevant section in the Brightstone Cove Tseldora section if you need specific directions on how to reach it). Here you can interact with the pillar in front of the giant dragon statue to access the Dragon Memories. There are no enemies in this memory, all you need to do to succeed here is to find the fallen dragon and interact with it's mouth to obtain the Ancient Dragon Soul. Once you have it you will exit the memory. Now that we've got everything we need, it's time to head for the final location in the game: the Throne of Want.