I'm playing as a pyromancer in Dark Souls and am still near the beginning of the game (In the Depths). However, I'm not really sure how to improve my character whenever I get a lot of souls (10k+ or so) from defeating a boss.
Should I level up and which attributes should I level? I mostly put them towards Vitality and Endurance, but it doesn't seem to help much (I'm around level 20 or so now).
I've seen suggestions about putting it towards gear, though what I find usually isn't any better than what I have now. I've upgraded my original axe a few times, although I think it's probably not a great weapon, but I haven't found anything with better damage yet.
I'm always tempted when I get a lot of souls to spend them immediately on levelling up rather than risk losing them. Am I making a mistake? How do I improve my chances in the game?