Just piling on along with everyone else:
1. Yeah, the way that you semi-permanently lose a chunk of your health bar every time you die while hallowed (as if you've been cursed or something) is a pretty huge change from the last game. This can be tempered a bit, though, with a ring you can find in a chest in that part of the game with the waterlogged Roman ruins and pretty star-filled sky - that ring will make it so that you never lose more than 20% of your health bar while hallowed no matter how often you die.
2. While using a human effigy will restore your humanity and repair your health bar to 100%, human effigies are scarce. There's a ring you'll be able to find a bit farther into the game that lets you retain your humanity/souls/full health bar after being killed while human, though the ring automatically breaks when you die - you'll have to pay to get it repaired by the blacksmith in Majula if you want to use it again.
Once I found that humanity-retaining ring, I wore it all the time, as the souls you spend constantly repairing that ring is worth being able to play as much of the game as possible while human (and thus able to summon people to help you throughout the game).
3. Make sure to max out all dialogue options with NPCs. Doing so will goad many of them into giving you stuff, teaching you things or selling you stuff they otherwise wouldn't.
4. Speaking of NPCs, be wary of smashing any human-shaped statues you may run into. They may be NPCs who have been turned to stone, and who can help you out if you can figure out how to restore them to their human state.
5. As mentioned by other folks in this thread, all non-boss creatures will permanently vanish from the game world after you've killed them 10-12 times. That's great in that you can eventually clear an enemy-less path from a bonfire to a boss if need be, but that means there's only a finite number of souls to be collected in the game.
Most peoples' solution to this seems to be to farm enemies in really tough areas in the game until they've permanently disappeared from the game world, taking great care to warp back to Majula to level up as often as possible so as to waste as few of those finite souls as possible.
6. And speaking of souls - in addition to the thousands of souls you get for beating bosses in Dark Souls II, each boss also coughs up a special soul item than can then be used to get even *more* souls, or can be traded to a pair of NPCs later in the game for special weapons that are otherwise unattainable. (I saved up all of those special Boss Soul items until the end of the game but found most everything they could be traded for were weaker than the maxed-out normal-ass weapons I already had on me, so your mileage may vary.)
7. You can sell all of your unwanted items/equipment to a vendor who appears in a subterranean wharf a few levels into the game. After you talk to him that first time, though, he'll move to another level farther into the game (and move yet again when you catch up to him), so if you bump into that vendor, make sure you sell everything you can that first time you talk to him. He'll eventually settle down in one place, though, and become a permanent dumping ground for all your junk towards the end of the game.
8. Monkeypants.