Northern Undead Asylum

The crumbling prison where your Undead wakes up. It doubles as the tutorial, ends with the Asylum Demon, and can be revisited later for more loot.

Bosses

Asylum Demon: Open the second fight with a plunging attack from the ledge for big damage. Its hammer drops only if you beat it on the first meeting.
Stray Demon: Waits under the collapsing floor when you return to the Asylum. Stick to its tail end; it drops a Titanite Slab.

Demon's Great Hammer: Beat the Asylum Demon in your very first encounter, before getting your gear.
Crest Shield: Dropped by the hollowed Oscar of Astora when you return to the Northern Undead Asylum.
Rusted Iron Ring: Behind a locked door on the third floor west wing of the Northern Undead Asylum, on return.
Pursuers (Artorias of the Abyss): Leave the Soul of Manus in Snuggly's nest on the Northern Undead Asylum roof.
Dungeon Cell Key: Dropped into your cell by Oscar of Astora at the very start.
Undead Asylum F2 East Key: Given by the dying Oscar of Astora in the Undead Asylum.
Big Pilgrim's Key: Dropped by the Asylum Demon (Oscar gives it if you kill the demon early).
Peculiar Doll: In your old cell when you return to the Northern Undead Asylum.

Pick up the Dungeon Cell Key dropped into your cell and let yourself out.
The Asylum Demon jumps down in the courtyard. Either flee through the side door or beat it now with your bare starter gear to earn the Demon's Great Hammer.
In the next rooms, collect your class weapon and shield from the corpses on the floor.
Watch the stairs going up: a boulder rolls down at you. Step aside, then follow the hole it smashes.
Talk to Oscar, Knight of Astora, lying under the hole. Say yes and he gives you the Estus Flask and the Undead Asylum F2 East Key.
Use the East Key on the gate that leads to the courtyard bonfire to create a shortcut.
Magic users should grab their catalyst, talisman or Pyromancy Flame from the side rooms before moving on.
Fight the Asylum Demon properly: drop from the ledge above the arena with a two-handed plunging attack for big opening damage. It drops the Big Pilgrim's Key.
Head out the big door, pick up the souls on the left of the path up to the cliff and ride the giant crow to Lordran.

Mind the collapsing floor in the Asylum Demon's hall.
Defeat the Stray Demon below for a Titanite Slab.
A Black Knight now stands by the cell where you woke up. He drops a Red Titanite Chunk, and the Peculiar Doll is nearby.
Another Black Knight waits where your starter weapon used to lie; he too drops a Red Titanite Chunk.
Kill the now hollow Oscar, Knight of Astora, for the Crest Shield.
Warp back to Firelink Shrine.