You’ll find most of the areas in the game naturally. However, it is very easy to miss the following locations:

• Path of Devotion - Optional route leading from the right tunnel as you approach the Belled Rise boss. You need to defeat the Belled Rise boss to gain access to the Manse of Hallowed Brothers to complete the main storyline.
• Revelations Depths - Missable area that you can unlock by exploring th Cistern, which is an area used to connect you to the Upper Calrath as part of the main storyline.

All other areas in eh game you will visit as part of the main storyline and be part of your natural progression.