I would say that even though in pretty much all the games of the series a majority of the content was either technically skippable or doable in any order (for Demon's Souls mostly), for a casual player that only has limited implications. Typically there are never more than two or three areas where it's sensible to go.
As for the places where you can go immediately after finishing the tutorial, it's a matter of debate. In Dark Souls you could go to a lot of different places vastly too difficult for a new character if you chose the master key as gift. In Dark Souls 2 you can only really do either Giant or Dragonslayer at the beginning (and also go to the depths, granted). In Demon's souls if you count 1-1 as tutorial (even though it isn't), you can go in five directions and all five are doable. In Bloodborne you need to defeat Gascoigne first in order to go anywhere, and unlike Phalanx he's pretty damn far into the zone and clearly not the easiest boss if you have the appropriate level.
