On your first trip to Firelink Shrine you'll need to place the coiled sword into the center of the area to create a bonfire. Introduce yourself to your surroundings and the NPC's that make it their home:
Firekeeper: Exchanges souls for an increase in one stat attribute of your choice.
Shrine Handmaiden: The primary merchant until you recruit other NPCs.
Andre the Blacksmith: Uupgrades and infuses weapons, allows you to change the ratio of Estus to Ashen Estus Flasks, as well as upgrades your Estus Flasks.
Hawkwood the Deserter: Offerf information on your objectives.
Once you are done exploring the area, place the Coiled Sword in the center of the chamber to create a bonfire and travel to High Wall of Lothric.