Fight your way up to the top path way that has the catapults and a blue knight in the middle. There's a couple towers at each end and one leads you down to the left door near the start I mentioned earlier. If you head to the bottom of the tower you can open the door with the lever. Open permanently.
The one tower that has a path guarded by a red knight....don't even bother. Unless you are level 30 he'll fuck you up instantly and he guards a door that locked to you at this time. (If you are still working on this level, leveling up isn't even open to you yet lol) So it's worthless to try. If you wanna lure him across the map and make him fall down a tower.....he coughs up 2000 souls. Your call.
Anyways, back by the blue knight is a fog door. Fog doors are signs that you are progressing deeper into the level, so keep that in mind.
You'll head down some stairs and face some traps and enemies along the way (there's a path on your right with some stuff you can bash through....a shopkeeper is hidden in there)
You'll fight your way along to a point where you can go up some stairs where archers were shooting at you, or down. Going down leads you to some enemies, treasure and an NPC knight guy you can save. I saved him, then he walks around fighting guys in that lower area....he eventually died as I stopped paying attention to him. lol
Anyways, if you head up, you'll tackle another knight and see a fog door.
Through this fog door is a few more enemies and your first encounter with a flying dragon lighting shit up.
You got a bridge littered with enemies and a path to your left. To your left is a horde of treasure with a sleeping dragon. If you head over there...the flying dragon comes over and lands. So I stayed the fuck away from that.
Back over to the bridge, the dragon flies back over and will continually torch the bridge in repeated fly bys. Time it properly and sprint through.
At the end of this bridge is a lever..which opens the boss door.
Past this lever you fight some guys and come into the tower that leads you down to the right of the boss door.
So now you have all 3 doors open. If you die, all those doors remain open. So no big deal.
Once you kill the boss, he's dead forever. You can help other people kill bosses you've killed in your game through joining their game....but he'll never return for you.
You'll also get another warp stone back to the Nexus where the boss dies. So when you warp into Boletarian Palace you can warp to the start, or to where the boss died, or where the 2nd boss dies when you kill him, etc.
So I guess those are checkpoints after all..
Any questions, just ask. I'm 6 hours deep into this and have a pretty good handle on how it all works.