The Cathedral of the Deep is probably the most dense area you've encountered so far: layer up layer of masonry and red carpeted stairs and also some giants sometimes (not a standard architectural feature of most buildings, but hey ho). There are a lot of nooks and crannies to explore, so we won't spoil them all, but with this guide you can find the key bonfires and shortcuts and use those as a means to discover all the secrets the cathedral holds. Good luck. You'll probably need it,
After you leave the Crystal Sage bonfire you'll head along a narrow path, past a big heavy hollow like the ones you've seen in the Undead Settlement, and then round to a regular fire with a spellcaster there. Past her, on the left, is the first cathedral bonfire.
The next can be a bit of a pain to get through. In front of the Cathedral of the Deep bonfire you can see a massive flight of stone stairs. There's a strong NPC on them, who uses an axe as well as throwing knives when you get further away, but he won't return with bonfire area resets after you kill him the first time, so that's good news. At the top of the stairs is a new area with a few dogs and hollows with flaming crossbows, but you can run through pretty easily if you hug the left hand side. You'll exit under an archway onto another path leading straight up, where there's another hollow in robes who, you will bitterly learn, is of an enemy type that will set himself on fire, run at you, and then try and belly flop on top of you. Head past this guy to the closed doors in front of you. They'll open up to the Cleansing Chapel, which has a bonfire in front of its altar.
This is kind of a tricky one, and though it's not technically a necessary bonfire it is an interesting one. You need to have found the third shortcut detailed below, between the Cleansing Chapel bonfire and the main floor of the cathedral. As you exit the Cleansing Chapel for this shortcut there's another door on your left. Opening this reveals a new lift. This takes you back up to the rooftops of the cathedral, where that annoying guy with the crossbow was earlier. If you kill him and go left around the ledge you'll find a ladder, taking you even higher, and putting you in line to drop down on another narrow roof bridge. Heading along this takes you to the very top of the cathedral, and there are some doorways in the wall that lead into the rafters. Go out onto them (being very careful not to spam dodge too much and thus fall to your death on the floor below).
At one end is a flat ledge with a knight patrolling; at the other is nothing but a view of the main altar. Somewhere roughly in between the two extremes you'll see a big heavy knight with a shield who will start firing a crossbow at you, and to the right and a bit further down from him is another big night, with a greatsword, just chilling out. Go towards him and drop down to the left (your left, his right), where you can see a little ledge – you'll take some damage so make sure your health is nice and high. From there look over the side till you can see another ledge to drop onto and do that, as well. Head into an open area with a bunch of candles and kill a load of worms, head around and up the stairs you can see and do the same again, and look to your right. There are some doors, flanked by candles. Open them to reveal a new bonfire!
There's also a giant woman with really long dark hair sat on a four poster bed at the end of the room (there is also a worm coiled round her). This is Rosaria, Mother of Rebirth, so you can give her tongues to reallocate your stats or change your appearance. You can speak to her to join the covenant of Rosaria's Fingers, which is the invasion covenant. Joining it will annoy at least one NPC, however.
Appears once you've defeated the Deacons of the Deep.
The Cathedral of the Deep has very few bonfires but a lot of shortcuts linking you back around, so stop us if this gets convoluted.
The first shortcut you can open up cuts out a corner so you no longer have to traipse through the graveyard of endlessly generating maggot ridden zombies, which is straight ahead and then a left after leaving the Cleansing Chapel. Once you get through that graveyard, and have crossed the bridge leading towards the cathedral proper, you'll come up to a large flight of steps that end at the cathedral's main door. This is the part that may sound confusing: ignore that flight of stairs. Head right at the bottom of them, instead of left and up them, which should lead you into a smaller building with a little domed roof. Inside here is a ladder that you can now kick down, which leads to the bottom of the big chasm you just crossed over on the bridge.
You can farm in this area quite happily and successfully, incidentally, because there are three big galumphing maggot beasts that are worth 600 souls each and go down relatively easily (especially if you can deal fire damage). From here you can loop back around to the Cleansing Chapel, which is opposite where you exit the ladder, up a slope. You can drop through a broken window and get back to the bonfire. To get back to the ladder from the bonfire you need to exit the chapel and turn right at the group of hollows worshipping a small obelisk in front of you. From here you can drop down a couple of short ledges and find yourself at the bottom of that chasm again, so you can get up that ladder nice and quickly.
For the next shortcut, head back up that ladder and up the stairs that we just told you to ignore. You'll come to the main doors of the Cathedral, which are massive, and also locked. You need to turn right at these doors and down onto a platform with some hollow enemies (including a crossbowman who is very annoying). From there you go left and over some narrow roofs that now function as bridges for you, and onto the main roof of the cathedral itself. Go right, watching out for thieves dropping randomly from above you (keep an eye on the shadows on the ground for an early warning) and down another one of those long, thin roof bridges onto another little courtyard type area. Turn to face the main body of the building and keep heading right along its side.
You'll eventually run into some stairs with a few hollow enemies flopped dejectedly about, as if the game is now too much for even they. Up the stairs is a little squared off area surrounded by pillars, and two fast enemies wielding double swords that can stack bleeding damage (if you sneak around the pillars you can often avoid pulling aggro from them). To get into the cathedral swing a left and run up some more stairs there, up to another massive cathedral door – it's on your left, but it's still pretty hard to miss – which is mercifully not locked. Go inside and take a moment to look over the balcony at the massive giant down there. Seen him? Right, now go down the stairs on your left and through the room at the bottom of them. On the left as you exit this room is a lift, which takes you back down to the Cleansing Chapel.
At the top of the lift from the second shortcut you'll find yourself able to walk out onto a ledge that runs around the inside of the main hall of the Cathedral, and almost immediately as you step out onto it a giant is going to real his big head and start trying to smash you off it. Now is not the time to fight him. Run around the edge and dodge his attacks as best you can, til you can duck down onto a flight of stairs on your right, almost directly opposite where you first stepped out. At the bottom of the stairs you should keep going forwards onto another flight leading down, then go through the next room – which contains a mimic chest – into a larger room with pews, as well as some thieves and a heavy knight to contend with. Head towards the back left corner of the room, where there's another flight of stairs that leads, this time, up.
You'll step out onto the floor of the main hall. Giants to the left of you, giants to the right. Cross directly over the hall to the walkway on the other side that is identical to the one you're on, and go down the rightmost stairway there. This ends with a gate, and if you follow the path behind that around then you'll find a door, which opens out on, you guessed it, the Cleansing Chapel bonfire.
Once you've got this nailed you've basically opened the whole area up. Start at the bonfire at Rosaria's Bedchamber and go down to the second level there. You should see golden lever. Pull it and it raises a barrier from the main floor of the cathedral and you can walk across that quite happily to the other side. Once there you can run left to open the doors of the cathedral that were closed to you at the start of the first shortcut. Go right instead and you'll find a lift which brings you down right next to the main altar, so it's a very quick way to get to the boss.
This is some more umbral ash to give to the Shrine Handmaiden in return for some suspiciously sourced goods appearing in her store. At the very first Cathedral of the Deep bonfire, right at the bottom of the area, hang a left. There's a little slope leading to nowhere, housing an aggressive spirit with a pair of fast blades, as well as the ashes.
Feed the bonfire at Firelink Shrine and increase the power of your Estus Flask! This one is in the graveyard in front of the Cathedral. The easiest way to get it is via the ladder shortcut between the graveyard and the Cleansing Chapel bonfire. Go up the ladder and go left, and left again, til you're looking over a slightly lower level of the graveyard. There's a gravestone sticking out precariously over the cliff edge, on the end of which is balanced the bone shard.
This is another tome to give to Irina of Carim back at Firelink Shrine. See there, in the explanation of the third shortcut, where we said one of the rooms has a mimic in? It's the chest in there. Wallop it a bit and it'll sprout legs and arms and teeth and start hopping everywhere. Wallop it enough and it'll die, and drop the tome.
The giants can't have escaped your notice, although they'll mostly leave you alone unless you run right up to them. Fighting them directly is a bit of a suicide mission, because the sludge around them slows you down and their big feet are big and stompy, but for this area the devs have actually built in some cheesing. Around the Cathedral you'll find some levers, which raise partitions from the floor which the giants can't walk through, but you can. There's one lever in the corner opposite the giant by the main altar, one near the Rosaria's Bedchamber bonfire (which you should have up all the time anyway, for easier traversal of the Cathedral), and one on the raised walkway along the side of the Cathedral main floor.
By running up to the giants and using their aggro to draw them out (and you do have to stay quite close to them, or they get bored and turn back) you can pull them out of their corners to position them where you want, then pull the lever and trap the giants. You can then run in, hamstring 'em a bit, and dodge out again. They're worth a cool 4k each. Not bad, eh?