Anyway I am starting with Knight
Knight is a solid start. Gives you survivability. You should know though that the class you choose doesn't necessarily determine how you will play out the rest of the game. The more important choice for that comes each time you level up, and where you choose to spend your stat upgrades.
If you want to play a melee guy invest in strength, endurance and vitality. Depending on the weapon you choose, alternate strength and dexterity.
like what should I stuck up on or what should I look out for.
A lot of this game is about being observant, both with the environment for traps and direction, and observation of enemy patterns and weaknesses. You are going to die. Don't worry about that or get too frustrated. You are going to lose thousands of souls from dying twice. Don't worry about that either. You will never lose anything you can't get back with some basic farming. Don't think of death as a punishment, or that you "lost" progress. You were just taught how NOT to play on the next run.
Probably the thing I love most about Dark Souls is that you're always getting better. There's a very high skill ceiling. You feel yourself getting better at the game over time, and a huge part of that is learning from mistakes.
The other challenge of the game is execution. Pick a weapon type you like, and stick with it for a while so you are familiar with its range, speed, different attack patterns based on whether you are one or two handing the weapon, etc. If you're starting out, I think the Longsword will carry you quite a long way, and you can get that relatively early in the game.
Be vigilant about upgrades, and learn the system that allows you to upgrade them at blacksmiths. Essentially you will need to collect Titanite Shards of varying quality through enemy drops or purchases from vendors. Then take those to a blacksmith and have him upgrade your weapons. It gets more complicated later on, but that's the gist. I didn't fully grasp the weapon stats and the upgrade system until my second playthrough... So it's not vital, but certainly helps.
Also about Artorias of Abyss dlc, are the new zones are available from start?
Nope. You wouldn't want to do them immediately anyway. Access to them will unlock after the Lordvessel. But getting to the area isn't straightforward at all. Just uh... when you get to the Lake, explore it pretty thoroughly (but don't fall in...!). That will do for now. There's another step, but that's the KEY one.