There's a bunch of stuff you can miss but nothing critical to the plot, unless you are a completionist and really want to stick your dick in every available piece of ass. Either way, both games have a NG+, so once you beat the game once to get strong and learn the layout of the map and find the spell that lets you skip filler battles, you can easily loop through the game in an hour to find stuff you missed and/or redo all the choices. All the guides for the first game are pretty spoiler heavy, but the game is pretty easy to figure out by yourself. If you really have to use a guide, at least don't read one until you've beaten the game once or twice.
As for gameplay tips,
Speed is best stat,
Your companions require less souls to level up than you and gain new skills up to lvl 100, so you can focus on levelling them first if you're struggling in the early game,
You can upgrade weapons, it's VERY important, since they all get a new skill at max upgrade level
You can sell colored souls, they're worth 5k so at least a few levels worth of souls in the early game, giving you a headstart in the early game
Abandon thread until you've beaten the game, people are really bad about not spoiling shit here. Or you can blogpost about your progress
in the thread to fill the retard squad-shaped hole in our hearts.