I think I'm slowly getting to grips with it... I've got all the shells now and have upgraded my weapon somewhat. I did just get an ending of sorts by joining a dude called baghead...
That said I've not done any bosses other than the one protecting one of the shells.
I kept getting my arse handed to me by one who spits fire and the big fella in fallgrim just loves impaling me. I think I'm enjoying it... I keep going back to it so that's good. Quick resume definitely helps.