Once back at Firelink Shrine, talk to the giant serpent (or simply jump down the hole) and make him take you to the Lordvessel.
Interact with the Lordvessel, giving It all the souls of the bosses you killed In order to open the door.
When It's open, run downstairs and enter the next area.
This area will be almost exclusively covered in Ashes with a couple of roaming Black Knights. Some of them drop a few goodies so It might be worth to grind.
To get to the boss however, run up onto the pillars and take a left.
When on the green, almost corroded pillar, run around the pillar and keep going straight forward. (Take a right to get a Black Knight armor set)
When off the pillars, take a right and head down the stairs.
Go through the fog-gate and engage into the game's final boss fight.
Gwyn is a very versatile foe, boasting a lot of fire damage, speed and overall a big health-pool. If you know how to parry, however, he becomes a breeze in the wind.
If not, he's quite a bother and can only really be defeated through a lot of blocking with a heavy shield, preserverance and constant staggering.
If you are not in heavy armor, most of his attacks WILL knock you over repeatedly. Avoiding this is crucial as he is eager to corpse-camp you.
Linger too long, too close and he'll also grab you for devastating damage.
Properly executing rolls and just knowing his moveset is also vital to defeating him. Practice makes perfect as the road here is relatively short If you die.
Once Gwyn is defeated, you have either the choice to interact with the bonfire, sacrificing yourself to keep the light in the world burning a little bit longer, buying the gods some time..
Or leave and let the fire burn out, leaving the world to usher in an age of darkness.
This concludes our Dark Souls Guide. Remember that the game is much larger than the content we just went through. You can also replay the game an infinite amount of time, making it a little more difficult each time.