re: I think I'm finally starting to get what the fuss over dark souls was

Zweihander won't get much of a bump from dex, I would level it enough to use a bow but that's it.

Yeah, soft cap for most stats are 40 or 50, anything more than that will be diminishing returns. Your damage won't increase dramatically when you raise your stats, but you'll need the very large ember from new Londo ruins to get your weapons and equipment from 10-15.