When your at the very first bonfire in Majula near the emerald herald(the one who lvl a you up look right and there should be an opening there for you to go through. You should open a gate, see a bridge, and an ogre enemy which you should run past and on the right hand side there will be a bonfire. Then you just proceed killing all the undead hollow solidiers in your way and continue on. Also if your talking about the knight with the blue sword, he's actually a friendly NPC that helps you out at bosses once you unpetrify the statue blocking the path and talk to him. You shouldn't go yet to the area where he's at.