If so the covenant isn't particularly useful, other than a few Pyromancy spells.
there's the short cut and easy access to the cure for that egg crap which can also be traded for a dragon scale.

Starting class doesn't really matter at this point
I wholeheartedly disagree. the thief starts out with the master key and dex enough to use a bow so you don't have to waste time as with most of the other classes in order to get the drake sword. plus black fire bombs can get you the hammer from the tutorial boss which is powerful and easy to upgrade.

also the badass crits are good too.