Cainhurst isn't so bad. Protip - get inside quick. Theres also a hard to spot lantern right near the entrance if you haven't seen it. Totally awesome area too. From your options I'd go Cainhurst, Reborn one, Nightmare
Also dont DBP near the Gaol
If you really don't want to do any optional boss, than yesis next.
The One Reborn
I'm just wary of those places because wow, they're a couple of tiers above any of the previous areas. Nightmare especially was literally a nightmare.
Fucking poison swamps, those frenzy-inducing eldritch abominations, and sniper golems out of fucking nowhere.