Originally Posted by Dagar 
A Wanderer is a very good class with stats spread out nicely. It's the class I chose and now have her up to level 90 (high dex, awesome damage with Queelag's Fury Sword and max pyromancy).
You need to take it slow and learn how to play (with any class!).
Those skeletons are way too tough at the beginning of the game - for any class. Head up the mountain to the Undead Burg. Explore.
The game is not a pushover (which is refreshing in this "hold your hand" era) and is very rewarding to those who continue on with the challenge.
I won't recommend Queelag's Furysword unless you have +10 Humanity constantly to maximize its damage, which means you shouldn't die at any cost

instead, a good +15 Dex weapon (i.e. with S scaling) and you're good to go. I think QFS is a good weapon over all but does its best with certain encounters.
Another good class to start with is the Pyromancer: you can easily go for a STR or, even better, MAG build (which rocks in DkS). Also, fire damage right from the start is a plus.