The timing of this video couldn't be better. I finally finished Dark Souls 3 last night, now I get to find out what the hell was going on with the game's story.
VaatiVidya is Australia's best Dark Souls lore expert. If you're looking to get a handle on what the hell you just did in the games, he's your guy. This video is probably his most definitive yet. As Vaati mentions in his introduction, in order to understand Dark Souls' story, you have to understand what's going on with each boss. Therefore this video focuses on the lore behind each boss. It's fascinating.
Vaati has pieced this all together through a study of item and weapon descriptions. It's a great watch.