Beginners
For beginners, you have to go through the tutorial also known as Kings Pass, after finishing the tutorial you get into Dirtmouth. Then you go to Forgotten Crossroads and go fight False Knight and get vengeful spirit. (There is a skip past false knight by breaking a wall on the left in the boss arena)
Heres is a video on what beginners should do.
Midgame
You are in midgame if you unlock the Abyss and get 2/3 dreamers. (the dreamers are Herra The Beast, Monomon The Teacher, and Lurien The Watcher)
Here is video on where the dreamers are.
Late game
Late Game is when you are on the final boss, got all three dreamers, Grimm Troupe, White Palace, Voidheart Charms, and dream bosses. Grimm Troupe is hard for a lot of people because of Nightmare King Grimm which does 2 mask damage and is really fast, you have to use useful charms but you are forced to use Grimm Child. The final boss is the radiance and you need to have awakend dream nail by getting 1800 essence to get to White Palace and you are able to get 2400 to fully max the dream nail. And you need to clear White Palace to get half of the King Soul charm and get to the White Lady to get the other half and upgrade the King Soul by going to the abyss and getting Voidheart Charm.
Here is video on how to get King Soul and how to upgrade it.
End Game
End game is Godhome and pantheons which is explained on the Boss Page.