where do I go now?

There is a master key on a corpse in Undead Parish just past the armored boar for free. I have found it before ringing any bells on every playthrough.

 

No, that is the basement key. It opens up the door on the bridge where the Hellkite Dragon is that leads to Lower Undead Burg.

 

I stand corrected. Upon further inspection it is the mystery key, not the master key.

 

I'm wondering was this supposed to happen. I went to the second bell from the londos ruins way died a bunch of times trying to get on to the watermill thing. Then I finally got on it and reached the bottom. found the bonfire down there died to the chaos
witch thing 1 time, then defeated her on my second try. Then I died trying to get out but managed to get back out and then as I reached the firelink shrine and I walked past the fire keeper which was locked behind the gate and noticed she died somehow and
now my firelink shrine bonfire won't work. So i'm wondering was she supposed to die and if not what do I do now. I didn't kill the firekeeper at all I just showed up and she was dead behind the gate.

 

You feel the black eye orb quivering.

 

There's an NPC that kills her after you have found your third Firekeeper soul. As BrutalKane says, you can pick up an item from her body called Black Eye Orb. Later on in the game it will do something. Don't worry about missing it, it's pretty obvious.

 

Really you can do and go wherever you want but basically if you want to do things in a fairly consistant order it should go something like: undead burg, lower undead burg, sewers, blight town, Sen's fortress (opens up after both bells rung), (sidequest
back to the asylum), anor londo, Forest and kill Sif for ring, New Londo ruins, Kill 4 kings, (reason I'm doing this order is because people like the darkwraith armor), catacombs/tomb of giants, dukes archives, Demon ruins/lost izalith, forge of first flame.
congrats you beat the game.

as far as I'm concerned, hollow, vally of drakes and ash lake are entirely optional so they got left out.