Just to add: you need at least 1 insight to activate the Doll at the Hunter's Dream, who levels you up. Here's a rundown from the wiki that lists how you gain insight:
Insight is gained as the player progresses through the game, defeats enemies, and finds new areas.
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Entering a boss area for the first time grants +1 Insight.
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Entering Iosefka's Clinic through the back door grants +1 Insight.
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Entering the Abandoned Old Workshop grants +2 Insight.
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Entering Yahar'gul, Unseen Village after being killed by a Death Dealer grants +1 Insight.
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Entering the Cainhurst Castle grounds grants +2 Insight.
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Defeating a boss grants +3 Insight.
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Defeating a boss in another player's world grants +1 Insight.
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Consuming a Madman's Knowledge grants +1 Insight.
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Consuming a Great One's Wisdom grants +2 Insight.
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Consuming One Third of Umbilical Cord grants +3 Insight.
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Sending an NPC to Iosefka's Clinic or Oedon Chapel grants +1 Insight.
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Killing an adversarial host player grants +1 Insight.
Easiest way is to just enter the Mad Cleric boss fight, or find a Madman's Knowledge. The downside with the boss fight is, you will probably die and thus lose any souls that you have.