After installing the game and dying to the grafted scion you will be teleported to the Cave of Knowledge, before which, you will get a cutscene of your soon-to-be maiden.
Choosing to go deep to the cave of knowledge will result in certain death due to Soldier of Godrick guarding its exit.
Though for souls veterans who are daring enough I can provide a few tips:
You can swing you weapon by pressing the [attack] button. You can also heal by pressing the [use item] button. You could try using the [roll] button to dodge but i would not advise it since Soldier of Godrick is far too powerful and will jump through space and time and hit you through iframes.
Again, it's better to skip the cave all together and go through the door.

Step Into Limgrave and walk forward to the first npc.
He will inform you that you are indeed maidenless. Sadly most people have quit after this part, either because they were too hurt by his mean yet true words, or they hit a non-violent npc and then wondered why he started defending himself.










Following the road will make you end up near a site of grace.

When interacting with the site of grace you'll meet Melina.
Accepting her offer will make her your maiden.

You did it! good job. Well anyway back to getting one shot by Malenia, Blade of Miquella.

Oh.. still here? Well I guess you can find another maiden in the Church of Elleh in Limgrave, which is the first and most obvious place you go to after existing the Cave of Knowledge. Ranni will be chilling there after getting your first maiden, making your harem official and star demigod approved.