Help I’m kinda lost..

I have gotten through Undead Perish all the way to Andre. The only two bosses I have beaten are Taurus Demon and Asylum Demon. Now I can either go to a giant set of doors where Siegmeyer is, or I can go down. I went down and somehow found myself in the valley of drakes. I kept going and now I am in Blighttown. I don’t think I’m supposed to be hear considering my level and I assume I missed some optional bosses. Where am I supposed to go now? Do I just run through Blighttown? Where does it take me?