I beat the game before figuring out that there was a functioning bonfire in the hub area.
You shouldn’t need to worry about missing anything or doing anything wrong unless you care about trophies or about seeing all the endings in a single run. And even then, it’s minimal. (For example, there’s one special weapon late in the game that you can no longer pick up after the plot advances past a certain point. And there’s a part where you can get sort of locked into a particular ending. I hear it’s reversible, but that it’s a hassle.)
Of course, you may overlook some optional spots if you never refer to a guide. There are a lot of those.
It will probably become quickly obvious that you almost never have to follow the designated path but can go wherever you want.
(I just noticed for the first time that you can expand a reference to a post in another thread to see an embedded image rather that having to follow the link.)