*Dark Souls spoilers throughout this post relating to the entire game so if you've not played the game I wouldn't advise reading this*
I did but I had a slight knowledge of the game's features going in to begin with because I played Demon's Souls very extensively and as a result I had a basic idea as to how the weapon upgrade system would probably work, how the online system would work, how to use spells and miracles (as in, that you need a catalyst for spells and a talisman for miracles), what each stat did (with the exception of Resistance because that was new and I didn't know if there was some obscure purpose to it so I completely ignored it on my first playthrough) and that item descriptions would play a significant part in an understanding of the game.
I picked a Pyromancer (because it started at Level 1 as the Royal did) and the Pendant (because it's use seemed unclear and I thought it may be important later on). I initially, foolishly, spent about an hour going into the Catacombs. Making little progress I returned to Firelink Shrine to level up slightly and look for an alternative way to go when I ended up entering New Londo Ruins, another thirty minutes of little progress and I finally found the correct way to proceed for an initial playthrough, the Undead Burg.
From here, everything was pretty straight forward. The path I progressed through was: Undead Burg, Undead Parish, Bell Gargoyles (at the Bell Gargoyles I ended up cutting off the tail so I returned to kill the dragon and see if I could cut off his tail, rewarding me with the Drake Sword), Undead Asylum (I fell off the lift as it was going down but didn't fall enough to die from it. I used the 20,000 souls to buy the Crest of Artorias), Darkroot Garden (I used the hostile NPCs here as a way to obtain souls regularly, at least until I arrived in Anor Londo, and used it to regain all of the souls that were required to open the door), Sif (I spent a significant amount of time at the tail before realising it couldn't be cut off), Moonlight Butterfly, Lower Undead Burg, Capra Demon, The Depths (I actually got invaded here by Kirk because I got humanity from the rats and used them to kindle the bonfire which led to me becoming human when I had the opportunity in case such events occured which also ended up allowing me to see Solaire's sign), Gaping Dragon, Blighttown, Quelaag, Ceaseless Discharge, Demon's Ruins (but the fog gate was blocked so I returned to Firelink Shrine, only to find the firekeeper murdered by and the treacherous Lautrec missing) and from there, the path to the end of the game was more or less clear (I died twice falling into the Abyss however, an area that I tackled immediately after returning to Firelink Shrine which resulted in me finding the Darkwraiths). Fortunately I never got cursed because I never would have figured out how to remove that.
In the first playthrough, with regards to covenants, I mised the Dragon Covenant and the Sunlight Covenant. I found the Darkmoon Blade by checking the trophies and seeing that I still had a boss left. Finding the covenant was an unintentional side effect of finding the boss.
I missed the entire Great Hollow/Ash Lake area. I found the actual entrance (the first illusory wall) but despite there being messages all my attacks missed the illusory part so I went away thinking it was simply a chest.
The only NPC I missed was Dusk of Oolacile. I killed the Hydra but I never returned to that area.
The questlines I did not complete were:
Siegmeyer of Catarina. I found his daughter and found him in Blighttown but I never discovered him in Lost Izalith.
Solaire. Well, I finished his questline in that I murdered him when he became hollowed but I did not manage to keep him alive until Gwyn.
Dusk of Oolacile's (since I never returned to the area, I never saw the golem and thus never freed her).
Big Hat Logan. I managed to free him in Duke's Archive but in an almost comedic manner, despite investigating the entire area, including where he was actually located and walking past him multiple times in that tiny room, I never found where he moved to (which, as stated, is embarassing because I am certain I investigated that room multiple times so obviously walked right past him).
Kirk of Throns. I missed his invade in the Demon's Ruins.
I stole humanity from and killed every remaining NPC as I finished the game getting a significant amount of humanity (which I used to reinforce a significant amount of bonfires three times) while also gathering any unique gear that they posessed (I had already betrayed the Forest Covenant however by killing the invisible ninja and Shiva in Blighttown, hoping to get the invisibility ring [assuming it was the Thief's Ring from Demon's Souls] from the ninja) .
Just to add, I never managed to get any co-op summons with other players on my first playthrough either. I found one summon sign in the Catacombs but I got "Summon Failed" so ended up progressing through the entire game (because the Catacombs and Tomb of the Giants were the final areas I went through). Likewise, I never managed to invade anybody, I always got an error message so my first playthrough was spent mostly solo (the exceptions being that I summoned Solaire for the Gaping Dragon Fight and Maneater Mildred for Quelaag).
I explored pretty much every area a significant amount, ending my first playthrough at, I believe, 54 hours doing almost everything that could be done within the game. As a previous user stated, the guide is already in the game in the form of the message system and with that and an extreme amount of exploration I really don't think it is as difficult to complete the game without a guide as most people suggest.