In short, you have to locate and defeat the Phalanx in World 1-1, the Boletarian Palace. After defeating the Phalanx, you have to locate The Monumental in The Nexus in order to unlock The Archstones. After that, you have to find the Maiden in Black to unlock "Seek Your Soul Power." Now, you can start exchanging your collected souls to level up and assign Attribute Points to your various stats in the game whenever you visit the Maiden in Black in the Nexus.