1. When you return to the first lamp in the game, and go up the stairs to the room you made the contract in, you find that the door is closed. There is a woman behind the door named Ioesfka (sp?). When you talk to her, she will eventually give you an item, and tell you to send any people you find to the clinic as a safe place. At one point it sounds as if the inflection of her voice changes, or at least the way she addresses you changes.
2. When you exit the clinic, there are two gates. 1 leads to the main central area, the other is locked.
3. Now onto the forbidden woods. This is where you first encounter the blue alien creatures. First point of interest - they use homing soul mass and homing soul spear to attack. Same animations and sounds as in the Souls games. This could mean that the Soul arts are actually alien/cosmic technology/abilities, and not magic at all. But that's just speculation. Remember the blue guys for now.
4. From the lamp in the forbidden woods, if you cross the bridge and continue down the main road, you will come across the games to a small village. Don't go through the game. Walk along to the left, and you'll come across a couple of houses with some dog kennels around. In these houses you will find what is probably the first of the magic items.
5. Near one of the houses is a hidden path that leads deep down into a cave. In the cave is a poisonous pond, with these giants who will one-shot kill you, and these damn poisonous eels that are freaking had as hell to dodge and kill. This are is tough as nails. There is some statue in this are that has to be something, but I'm not sure yet.
6. However, the main point of interest in this cave is found at the end of a small pathway in the back. It's a ladder. The ladder is long as hell. Like really long. You climb up, up, up, up, and finally out.....
7. All the back at the beginning of the game, behind the locked gate right outside of the clinic where you started! HOLY FUCK. The ladder exits through a dug out grave. Someone at the clinic was using this as a way to move between the forest and the clinic. But what could be so special about the forest? (in light of this, it makes the long loading times make more sense - the entire world is loading each time. Had there been a load time between these areas, it would not have been as epic a discovery).
8. Those aliens. If you explore around the back of the clinic, you will discover a mind flayer enemy, and another ladder that leads up to the backside of Ioesfka's clinic - the room you started the game in. In here, you will have to fight her - she's super tough. But why is she attacking you now? In the room you started in, you will find one of the aliens on an operating table. Alien autopsy? The connection between the Celestial beings and the beasts - the clinic was doing experiments on aliens and tainted the blood of man with their blood.
9. There is also a letter, addressed to you. The letter is a summons to Cainhurst Castle, telling you to meet in Hemlock (sp?) lane. There is also the NPC named Alfred who I think is trying to get to the castle, but I can't find him now. If you go to a certain pillar in Hemlock lane, a carriage comes, picks you up, and takes you to Cainhurst Castle. This is implying that your goal at beginning of the game wasn't even to join the hunt! You were just trying to get to Cainhurst Castle for some reason, and were probably abducted by the clinic and then experimented on.
10. Side note - if you have 40+ Insight, you will notice all kinds of weird things in the city, and more of the Celestial/cosmic nature of what is really going will reveal itself.
11. The story in this game is on another level - it's amazing.