What are you playing?

Don't worry, it gets better. You aren't the only one who despises extremely open-world games. But for Dark Souls, only the beginning is really confusing as to where you should go. Once you're on the right track, you'll basically stay on a pretty straightforward path.

The Capra Demon is one of the worst "mini-bosses" of the game. And like you said, the only thing that makes the fight difficult is the two plague dogs. I got lucky when I went up against him, with a lucky swipe that knocked out both dogs, letting me focus just on him. Can't say the same for my friend who got the game, though, it took him almost a day and a half to win.

Now I do want to state that Blighttown is probably one of the most infuriating places in the game, at least in my opinion. There's essentially two parts to it, and the second part is the absolute worst. To save you some sanity, I will tell you that if you haven't done so yet, open up the shortcut back to the Firelink Shrine that is near the entrance to the sewers (it's like right across from the door) because in that shortcut back, there's a lady behind iron bars who sells items that cure poison, plague, etc. You'll really want a good stock of those before exploring Blighttown.