Enter The Chapel. This area introduces new enemies like Axe Armor (Bullet Soul: throw axe) and Bone Pillar. The Axe Armor's soul is very useful early on for ranged attacks. Navigate through the chapel, heading generally upwards and to the right. You'll encounter a room with a large bell. Continue past it. You'll eventually reach a room with a large stained-glass window and a door to the right. This leads to the first boss.
Before the boss, ensure you have the Axe Armor Soul equipped as your Bullet Soul, as it will be very helpful. If you haven't found it, backtrack and farm Axe Armors until you do. Also, make sure your HP is full and you have a few Potions if possible. The enemies in this area can drop useful items, so take your time to explore and level up a bit.