In Dark Souls 3 you get a little home base to return to and level up, called Firelink Shrine. You can, if you feel up to it, populate the shrine with a bunch of different NPCs, who'll each do different things for you, but you have to go and find them out in the world first. Here's a walkthrough of how to get them all, and what things they can do for you.
The Fire Keeper is your means of levelling up by spending souls. She's an ethereal, wispy type, who fits nicely with the overarching themes of ash and dying fires. She's one of the most polite NPCs, and always welcomes you home to the Shrine like an aged retainer.
She's already at Firelink Shrine. Sometimes she'll be standing to the left of the main passage at the Shrine, sometimes she'll be sat on the steps around the edge,
Andre will reinforce your weapons, armour, and shields, repair stuff, and do other generally helpful things with your gear, like binding them with elemental crystals you find and so on. He also enables the use of Estus shards to reinforce your Estus flasks, adding one to the number of times you can use them between bonfires (you start the game with four uses split between your flasks). He's a solid, reliable type.
Andre is there from the start. To find him just follow the sound of rhythmic tapping, or (from the bonfire) look around until you see him at the end of a long corridor.
You may recognise her from other Souls games as "one of those cackling, unhelpful women dressed in red," and she'll sell items and gear to you, notably consumable items like Ember. She can also fashion new items if you bring her Umbral Ash, which are special remains you can find here and there in the world (also from killing other Firelink Shrine NPCs).
She's already there too! She sits against the wall just between Andre and the Firelink bonfire.
Ludleth is (apparently) a Lord of Cinder, but unlike the others he hasn't left the shrine. He's a very small man with a pretty annoying way to him, but he can offer Soul Transposition after you've killed the Curse–Rotted Greatwood boss. Soul Transposition consumes a boss soul and gives you a new, powerful weapon, spell or item – though it means that you don't get the large number of souls from consuming it yourself.
For reasons known only to himself, Ludleth has stayed at Firelink Shrine and is still in his throne, second from the left as you look straight at them from the bonfire.
In a bunch of places you'll be attacked by slippery little bastards who drop down from the walls and wear really big, trailing hoods. These are thieves, and Greirat is a thief who'll help you out in exchange for getting him out of his cell and promising to find his girlfriend, Loretta (and give her a ring). Loretta, it turns out, is already dead.
Greirat sells armour and a few other bits and pieces. He'll offer to go and scavenge for more impressive wares, and will return with them after your next significant boss fight. If you find Loretta's body in the Undead Settlement and give Greirat one of her bones as proof then the next time you come back to Firelink Shrine he'll be having a sulk about it and won't talk to you, but he cheers up later. And you get to keep the ring.
Greirat is beneath the Tower on the Wall bonfire. You just have to keep heading down inside the tower as far as you can and you'll run into him, or, more specifically, the cell door behind which he's locked. The key isn't too far away, although it's a bit harder to find. You'll also face a couple of annoying enemies, including a heavy with a pike and a soldier who'll throw a firebomb into some barrels in front of you as a surprise attack. Finding the key is slightly more complex.
Yoel of Londor is a pilgrim who did not die like pilgrims are supposed to (although why anyone goes on a pilgrimage specifically to die is a question for people who are well into the Dark Souls lore stuff).
If you accept his vague offer of help Yeol will turn up at Firelink Shrine and will sell sorceries (spells like soul dart). He will also offer to "draw out your true strength", which gives you a level up for free! You then also start to hollow, although not in the same way as previous Souls games – there are no penalties to your health bar – and accumulating curse points every time you die. If you have enough curse points you can go back and get another level from Yoel, but to a max of five. After that, the next time you visit him, poor Yoel will have fulfilled his purpose and died.
When you first get dropped off at the Undead Settlement by the gargoyles, head down the stairs and swing a hard left (watching out for the dogs) till you find a big load of what appear to be dead molluscs but are infact dead pilgrims, all reaching for the city you just left. One of them, on the right hand side, is Yoel, and he will be vocal on the topic of not being dead. He can still be hard to spot, but the incense burner on the end of his staff sways (in time with his moaning).
Yuria of Londor is Yoel's mate, and she turns up after he dies to thank you. She's actually slightly more useful as a merchant than Yoel, as she has a wider selection of spells and wares generally, but she can't give you free levels. She's disturbingly deferential towards you, but still sort of sinister, like the villain in a Disney film who you expect will show their true colours any moment. This is revealed to be absolutely the case when she starts requesting that you kill other NPCs. Whether you comply or not is up to you.
Yuria will only appear if you go through the process of 'drawing out your true strength' with Yoel until he finally dies.
Not going to lie, Cornyx is a bit of a boss. He has exquisitely good manners, and you find him in a gibbet which he refers to as his "abode" and himself "a crow in a cage". Cornyx will offer to teach you pyromancies and, if you accept, teleports out of the cage and to Firelink Shrine suggesting that he could have left his prison any time he wanted.
Cornyx sets himself up at Firelink Shrine down the stairs right of Andre the blacksmith. Turns out that "teach pyromancy" is a misleading term when what Cornyx actually means is "sell pyromancy themed things", including spells, armour, and services to reinforce your pyromancy flame. If you don't already have a pyromancy flame then Cornyx will give you one for free, so you can actually cast the spells.
Cornyx (and his gibbet) is hanging from the furthest corner of the buildings above the Cliff Underside bonfire in the Undead Settlement. At first sight he looks like just another dead person in a gibbet, but when you get close enough the prompt to talk will pop up.
Irina was hoping to become a Fire Keeper but now considers herself unworthy. She's being either protected or held captive by a Knight of Carim called Eygon (it's slightly unclear). Rescuing her is a complex process but, once you manage it, she'll appear at the end of the tunnel down from Cornyx and will sell miracles.
If you speak to her she makes mention of bringing her Miracle Tomes in braille, which can be found throughout the game. The easiest to find is one you can buy from Yuria, once she turns up. If you give it to Irina she'll read it – with some consternation – and will then be able to sell dark miracles. Eygon will periodically turn up at Firelink Shrine to check you're treating Irina well. If you take the drastic step of killing her he'll appear spoiling for a fight.
This is, if possible, even more convoluted than freeing Greirat. First you need to obtain the Mortician's Ashes in the Undead Settlement and give them to the Shrine Handmaid. She'll then have a key in her store (for 1,500 souls) which opens a door in the sewers of the Undead Settlement.
Then, if you go into the sewers at the end of the bridge by the Dilapidated Bridge bonfire, you can open the chained door near the giant rat. You can then follow the underground path (there are no offshoots to worry about) fighting some enemies, mostly skeletons, until you reach Irina's cell. Open the gate to speak to her and accept her service. You can also speak to Eygon outside by his campfire.
Alternatively, you can risk death by dropping down into the crevice underneath the small bridge which leads to the tower which the giant throws the spears from (the one with the enemies which throw oversized pots at you) and go round the back, saving yourself 1,500 souls.
Orbeck is a louche wizardy type who will offer to teach you sorceries in exchange for bringing him scrolls and tomes about sorcery. If you don't bring him any he'll eventually disappear, because you broke your promise, you mean thing. Orbeck has the largest selection of sorceries to choose from.
Orbeck is the only living person still hanging around at the Road of Sacrifices. He's in the ruined keep in the swamp, but is easier to find if you go from the Crystal Sage bonfire (after defeating said Sage) rather than from the Halfway Fortress bonfire.
The keep in the swamp is split into two buildings, with a bridge in between. To find Orbeck from the Crystal Sage bonfire go to the bridge and, before crossing it, go right. The path looks like it hits the wall, but it actually opens up to the right, and you can go round and up to the next level of the building. Orbeck is there, with a lot of scrolls.
Leonhard is part of Rosaria's Fingers, a group who are well into invading other players worlds, despite sounding like a vaguely softcore VHS film from the 80s. Leonhard will give you some cracked red eye orbs to facilitate invasions before disappearing. If you find a pale tongue he'll show up at Firelink Shrine again to give you a key, which opens the locked door under the Tower on the Wall bonfire at the High Wall of Lothric. If you take the lift there down you can kill a Darkwraith knight and get a complete red eye orb.
Leonhard turns up without warning, early on in the game, leaning against the middle throne at the shrine. This is also where he'll appear the second time.