Near the Firelink Bonfire, on the path to Undead Burg, there is a bridge and we can see an item near a corpse under that bridge. I've been able to reach this place by jumping above a little hole behind the Undead Soldier.
I'm wondering if there are other places in Dark Souls that are only reachable by jumping. Since I find this move quite difficult to accurately time, I want to know if I need to train to do it or not.
Yes there are places that you can only get to by jumping. On the bright side however, they're not essential for progressing. Rather, they usually lead to some basic item or pick up. Off the top of my head, I've only discovered a light crossbow, bolts and one humanity in locations like this. Additionally, in most of these situations you can get past by rolling instead of jumping. From what I can remember, the bridge you're referring to is the most difficult jump I had to make.
The only other situation this is important, is done in order to return to the Undead Asylum (optional). You'll need to jump across to a ledge, but it can be done by simply rolling forward. Here is a video in case you're interested:
