The Souls game are quite difficult, and Demon's Souls is no exception. Other players can assist you if needed, or make your life even more miserable if you're in need of a challenge. You can also choose to become an invader yourself.
Let's start by pointing out the obvious: you need a working internet connection, and a PS+ subscription. The game will ask you whether or not you want to activate the online features.
Indirect Interactions
Sometimes you will see other players as ghosts. They are transparent, and you can't interact with each other. You can use these ghosts to see where they are going, what they are doing, if they're falling into a trap, and so on.
You'll also come across blood puddles where players have died. By activating the puddle, you can see their death. This is a good clue that warns you of a trap or a deadly enemy.
Messages are often left on the ground by other players, they can be funny, insulting, helpful or misleading. You can also write them down, and rely on their score to gauge their relevance (it's double-edged).
A typical example is the presence of a message in front of a secret passageway, making it easy to find.
If you leave a message via the main menu, the other players can rate it. If they give you a good rating, it will give you back some life.
Demon's Souls: Indirect Interactions
Sometimes you will see other players as ghosts in play. They are transparent, you cannot interact with them and vice versa. You can use it to see where they're going, what they're doing, etc. So that's a clue if he's an experienced player. Otherwise, you could still see him fall into a trap.
You will also come across pools of blood where players have died. By activating the puddle, you can see their deaths. This is a good clue that alerts you to the presence of a trap or deadly enemy.
Messages are often left on the ground by other players, they can be funny, insulting, helpful or misleading. You can also rate them, and rely on their rating to gauge their relevance (it's a double-edged sword). A good typical example is the presence of a message in front of a secret passage, which makes it easy to find it. The reverse example is a message that invites you to jump off a cliff top to find a secret, when in reality it's deadly. Puddles of blood will help you judge in such cases. If you leave a message through the main menu, other players who give it a good rating will give you a little life at the same time.