Personally I followed this guide. You do not have to follow it, but it's incredibly helpful.
Pick your main weapon stat and level it up with vitality up to 50. To be honest out of all three starter weapons I think the best choice is axe. Why? Moveset of this weapon offers dmg, stagger, knock backs and so on. Especially tricked axe R2 skill is incredibly helpful.
axe - str>skill
saw - str>skill (saw is quite forgiving if you pick skill over strength just to swap it for something else later on)
cane - skill>str
Like some already mentioned pebble. With some enemies you really need to be careful (especially if you haven't fought them yet) and fight it somewhere where nothing will interrupt you so use pebble alot. Also if you can get near the back of your enemy (you need to walk) you can charge R2 and stagger it and then use visceral.
Learn how to parry! I mean it... learn it. Aside from dodging and evading at the right time this is the next thing you should learn asap (shoot an enemy [L2] when its about to hit you with an attack and when you stagger them [its like they kneel] get near them and smack R1 and you should proceed into visceral animation). In central yharman you will meet two lonely big guys under the bridge. On those you can practice your timings of your parry attacks.