Oh, Good Lord.
Demon's Souls isn't unfairly difficult, but it is still damn hard. It is not impossible to beat each stage without ever dying; it is, however, extremely improbable.
Demon's Souls is broken into five levels. Each level is divided into three or four stages. The Nexus serves as, well, a nexus between these levels. As you make your way through each level you will come across other people, living and dead. Once saved, most will return to The Nexus and help you by providing goods and services. Some people will choose to stay right where they are, forcing you to seek them out if you need what they can provide.
In addition to hordes of enemies and the occasional person, each stage is punctuated by a heavy duty boss. A fallen boss gives up their soul which can be traded for new and more powerful spells and miracles. If those don't interest you, they may also be traded for a good chunk of souls.
It's worth mentioning that any souls gained may not be permanent. If you die you're souls drop where you died and wait there for you to come back and claim them. Keeping your souls is a game of double elimination. Souls may be found and regained, but a second death will drop a new pile of souls and erase your previous drop.
To make this all a bit more difficult, there is only one currency in the game and it is used to purchase everything. Souls are there to buy items, equipment, spells, miracles, and levels. Everything that is bought is done so at the expense of something else.
Demon's Souls' motif can be summed up in one word: loneliness.
Example: a wide, stone bridge breaking through a mountain range and leading up to an enormous stone wall. High above the wall and far in the distance stands a thick, central tower. To the left, far along the wall, a modest church waits for you. To the right, a deep valley stretches out. A dragon holding a mouthful of people flies by and invites you into the castle.
This feeling pervades the entire game. The first level has you dodging dragons, knights, archers, and jesters as its walls grow in around you. The story of the fall of the Boletarian castle is laid out for you to find. Corpses are piled where the castle's inner defenses failed. A slain dragon lays face down, filled with spears and swords where the castle guards finally took it down. The Old King Allant, who returned from foreign lands with demons in tow, surveys the kingdom sprawled out before him. Other levels include a weather worn shrine that remains resolute on the coast of eternity despite the beating of time, a mine dug as deep as dragons sleep, a poisoned swamp, and The Prison of Hope where eternal prisoners are guarded by mind flayers and an ancient monk corrupted by a false god.
All of this, all of it, is designed to make you feel alone. To make you feel sad. Hopeless.
There is no great force coming to destroy the world. That force has come, and it has gone, and it has destroyed everything it has touched. At best, the physical remains of Boletaria may be saved along with a dozen living souls.
It's a good thing that you're not alone. As you die... and die, and die again you'll see the white phantoms of other players as they run, fight, and explore Boletaria with you. Blood stains show where other players died. Messages pass along advice from other players. Demon's Souls multiplayer helps you to remember that you aren't doing this all by yourself; it reminds you that there are other people out there fighting the same fight as you.
At any given time, you are either dead or alive. Dead players may choose you join with a living player and help them conquer a stage. Dead players may also choose to invade a living players game and attempt to kill them. Doing either will bring a dead player back to life. Living players may summon up to dead allies to help them.
All of this affects your characters white/black (good/bad) tendency, as well as each levels white/black tendency. Except for a couple specific instances, this does not actually affect you in any meaningful way.
There is no in-game communication, text or otherwise. Like other areas of Demon's Souls, this looks, simply, like a common place feature of multiplayer games that got a B-level treatment; but, like everything else, this a means to the end feeling that the game is creating -- pure loneliness. This physically difficult, psychologically isolated game creates a filter for the stupid, the worthless, and the incompetent. Anybody that has played Demon's Souls and willingly continues to play Demon's Souls is no slouch at playing video games. You've died, they've died -- in dying again, and again, and again you've both gained enough sense for self-preservation to work together. Never has a game brought two, or three, players together to cooperate so seamlessly as this one that does everything in its power to prevent allies from communicating with one another. This filter acts to the detriment of almost all, while providing those willing to push on with an environment that produces extremely useful allies.
Demon's Souls is hard. It's unforgiving. It's a brutal sonovabitch of game that can, and will, kick you while you're down. It's also an incredibly satisfying, deceptively deep, and an unique, epic world to be part of -- even if it does shove players through a fine mesh to weed out the weak.