What is the best class to use for a beginner in Dark Souls?
I've been playing this game for a while now, and it's pretty hard. I'm constantly dying and as a Thief I feel I'm not doing enough damage while I have too little health.
I have around 2 hours play time and put all my leveling into Dexterity to do more damage according to the Help Menu.
What class should I roll if this is my first play through?
Do I need to grind in this game? Or will that not gain me any significant advantage?
There are three classes I would suggest for a new player:
Cleric: The cleric starts with good stats all around, so you shouldn't have too much trouble dealing with early enemies. However, the most important thing about the cleric is that it starts with the healing miracle. This will grant you five extra heals at the start of the game, which is immensely helpful (especially for a new player), since it gives you more room for error. The largest problem with the cleric is that its starting armor and dexterity are not that great (although if you plan to go with a strength or faith build, the low dexterity doesn't matter). However, it shouldn't take you long to replace your armor, and it will only take a few levels to boost your dexterity.
Sorcerer: The sorcerer starts with the Soul Arrow spell, which deals high damage early on, allowing you to safely kill enemies from a distance (including some of the early bosses). You will only start with 30 casts of Soul arrow, which really isn't a lot, but you can buy another copy of Soul Arrow from Rickert of Vinheim as soon as you exit the Undead Asylum. The second copy will allow you to cast Soul Arrow 60 times, which enough to ensure you'll never run out. The biggest problems a Sorcerer faces is that they are very fragile (you'll usually die in 1-2 hits), and there non-magic damage is very low (although there are only a handful of magic resistant enemies in the game).
Warrior: The warrior starts with well-rounded stats, and good equipment. You shouldn't run into too many problems early in the game. Since his starting strength and dexterity are equally, you have the choice of going with either a dexterity or strength build. I would suggest dexterity myself, since a bow makes the game a lot easier.
Strength or Dexterity?
The last thing I want to touch on is deciding between making a Dexterity or Strength character. If you decide to make an int or faith based character, you can safely ignore this section.
The key difference between Strength and Dexterity is the type of weapons you use. Strength favours weapons like Axes, long swords, and great swords; where as Dexterity favours spears, katanas, and curved swords. In general, there aren't any huge differences between the two as far as damage output goes, and is just a matter of personal preference.
However, there is one thing to consider: bows. Although all bows scale with strength, it is very low, whereas all bows have very high scaling with dexterity. Due to this you can easily dispatch enemies from a distance with your bow. I cannot emphasis how helpful this will be throughout the game. Not only does it let you dispatch enemies before they get to you, but also allows you to dispose of archers as soon as you see them, instead of being forced to dodge their arrows as you fight your way to them. Due to this, I highly recommended a dexterity build over a strength build.
I would not consider the Thief class to be suited to a new player. This is because, in order to do heavy damage, you need to either parry/riposte or backstab, and neither of these moves are easy for the beginner player to perform.
The Sorcerer or the Pyromancer are good classes for beginners. Both start with ranged magic, which can help in the beginning stages of the game. My choice would be the Sorcerer, since the Soul Arrow spell has a much greater range than the Pyromancer's Fireball. Even with magic though, you will still need to use melee combat.
Your choice of stat to level up depends very much on your play style, and the weapon you are using. To increase Sorcery magic damage, increase Intelligence. With weapons, some will mainly increase damage with your Dexterity (eg. bows, most daggers) and some with your Strength (axes, clubs, hammers). Many weapons scale to both. You can see the scaling rating by looking at the description in the game. For example, the Bandit's Knife (Thief starting equipment) has the rating E/B/-/-. This means the knife has low scaling to Strength (E rating), high scaling to Dexterity (B rating) and no scaling to Intelligence or Faith. For comparison, the Club has the rating A/-/-/-, giving this weapon very high scaling to Strength (A), but no scaling to any other stat.
See here for a description of each stat, and browse all of the game's weapons here.
Regarding your current character though - 2 hours gameplay isn't very long. If you don't want to start again, but aren't happy with the damage you're doing with your current weapon, you could try a different weapon. This may require some grinding though, since your stats may not be enough to wield some of the other weapons, and may also require you to either make your way to the first merchant (to buy a weapon) or grind until an enemy drops a weapon you can use.
Very early in the game, the best place to grind is simply the area close to the Firelink Shrine bonfire. Later you can use the dragon to your benefit (see here for this and more). The Darkroot Garden area mentioned by soulstriderx is an excellent soul-farming area too, but you won't be there for some time yet (maybe 20-30 hours in).
Best of luck!
The Knight is the best choice for a beginner, because attacks that nearly kill you and panic you as lighter classes can almost be ignored. On top of that, the knight is very hard to topple he/she can take a full horizontal hit from the biggest bosses and still be standing (if using a shield). People who say other classes forget that when someone first plays the game they don't know any of the enemies patterns or how to dodge attacks. Knight lets you learn that stuff while being forgiving in the meantime.
You should level up roughly according to the stat distribution you start with (+2 to vitality, then +1 to str dex and faith, + 1 Vitality, +1 end, res, attune, +1 vitality, +1 str, dex, + 1 vit, then +1 all). You can skip int if you want, but if you don't you will eventually have access to useful low level spells like magic shield. You can start leveling up your knight armor or elite knight armor once you find it, but really you want to rush for stone armor.
Save up and buy the Crest of Artorius from Andre for 20k souls asap. Besides the NPCs who attack you in there giving you avg 2k souls each to pay you back, you can cross the bridge and go under it to get Stone armor. You will also need Havel's ring to wear it, who is in a tower on the other sight of darkwood by the hydra. The key to the tower is after the moonlight butterfly. For the butterfly reverse hollow and check the bush under the stairs to it's fog door. You will find a summon sign for Witch Beatrice who will eat the butterfly alive.
The armor combined with your high HP will basically allow you to laugh off most attacks in the game, and you still have enough maneuverability to dodge, block etc. Good shields include Grass Crest (stam regen) and Eagle Shield (stam conservation). You'll eventually want to get the stam regen ring, and replace your armor with fully upgraded giant armor later in the game. For a few bosses/enemies (such as (ceaseless, bed of chaos, basilisk), armor doesn't help much so you may want to put something lighter or specialized temporarily.
Halberds make good weapons for this slow class, specifically the vanilla one cause it has a spear like attack and a sweeping attack. It has long range so at least if you miss you have time still before they reach you to recover, and it can sweep fast or multiple targets. Your strength won't get that high very quickly, but you don't need much for these mid-high damage long range weapons. They are not as unwieldy as greatswords and such. I usually rush to vamos to start it on the fire path asap. Other people might prefer gravelord greatsword, zweihander, which are also low str req long range weapons. (running attack is good on zweihander for long range, GLGS has a long stab r2)
Pvp I have had good results with the class, the most annoying foe are Thief types connecting from Poland as they tend to back stab you from 20 feet away while facing the wrong direction. When this happens I tend to just use 2h sweeping attacks and hope you can damage them enough to kill or panic them.