The tutorial for Demons Souls is designed to help get you comfortable with the game controls and mechanics. There are no consequences for dying in the tutorial, but the further you get, the more rewards you get. 

As soon as the Tutorial loads, begin following the path straight. You will begin to encounter enemies in the small courtyard and on the other side of the tunnel to the right. Note: enemies are significantly slower and have fewer attacks in the tutorial. Use this time to practice parrying, backstabs, and general combat mechanics.

Continue following a path of tunnels and stairs that head right through the tutorial, killing enemies or running past them as you feel comfortable. At the top of the second flight of stairs you will come out onto a small walkway. At the end of the walkway, there will be a broken section of wall for you to fall down into a courtyard. At the far end of the courtyard, on the right hand side, there will be a shining sword stuck out of the ground. This is an Archstone, or a warp point. Touching the Archstone will warp you into the next area. 

Archstone

From the Archstone, follow the pathway straight to a blue eyed knight. The Blue Eyed Knight is a tougher enemy with slightly faster attacks. After the Blue Eyed Knight, follow the pathway through a series of tunnels and stairways. There are no alternating paths in the tutorial so continue to move forward. After moving through a room with a furnace, head up the stairs and through a fog wall.

Fogwall

The fog wall will pop out into a hallway. To the right is a Halfmoon Grass, and to the left, up the stairs, is the fog wall for the first boss fight: Vanguard.

Note: you only get one chance to defeat Vanguard in the Prologue. If you die to him, you will be sent straight to the Nexus. You will have another opportunity to fight him later, however.

After Vanguard

An Archstone will appear in the boss room after defeating vanguard. Touching the Archstone will transport to a new area in the tutorial.

Head straight and turn left to head down the stairs. There will be a small pile of rubble in the middle of the room, with a small walkway on the left side of the rubble. Head through the rubble at the bottom of the stairs and collect:

• 2 Moon Grass

• 3 Hardstone Shards

• 3 Sharpstone Shards

• 3 Renowned Soldiers Souls

Continue through this passageway to the demon in front of you to complete the tutorial.