1. Limgrave (level 1 to 30)
Learn the game here. Grab the Gatefront map fragment, the Flask of Wondrous Physick at the Third Church of Marika, Torrent, the Spirit Calling Bell from Renna at the Church of Elleh, and the Golden Seeds along the roads. Stormveil Castle and Godrick close the region out. Limgrave region page.
2. Weeping Peninsula (level 15 to 35)
A gentle detour south with Castle Morne, a Sacred Tear at the Fourth Church of Marika, the Erdtree Avatar for a Crimson Crystal Tear, and the Morne Tunnel smithing stones. Weeping Peninsula region page.
3. Liurnia of the Lakes (level 30 to 60)
The Academy of Raya Lucaria and Rennala are the story targets, but Liurnia is also where Ranni's quest begins at the Three Sisters and where you collect the Dectus Medallion (Left) at Fort Haight back in Limgrave. Do not miss the Church of Vows for Celestial Dew absolution. Liurnia region page.
4. Caelid (level 50 to 80)
Now Caelid is manageable. Redmane Castle and the Radahn Festival are the highlight; beating Radahn opens Nokron and moves Ranni's quest forward. Sellia and Sellen's quest are here too. Caelid region page.
5. Siofra River and Nokron (level 50 to 80)
Head underground for the Mimic Tear ashes, the Fingerslayer Blade and the Ancestor Spirit fights. Underground map.
6. Altus Plateau and Mt. Gelmir (level 60 to 100)
Take the Grand Lift of Dectus (or the Ruin-Strewn Precipice). Clear the Altus Plateau, then Volcano Manor and Rykard before the capital. Altus Plateau, Mt. Gelmir.
7. Leyndell, Royal Capital (level 80 to 110)
Two Great Runes get you in. Godfrey's shade, Morgott and the Subterranean Shunning-Grounds underneath. Leyndell region page.
8. Mountaintops of the Giants (level 100 to 130)
The Grand Lift of Rold leads here. Castle Sol holds half the Haligtree Secret Medallion. The Fire Giant is the point of no return for Farum Azula, so finish optional business first. Mountaintops region page.
9. Mohgwyn Palace, Consecrated Snowfield and the Haligtree (level 110 to 150)
These are the optional endgame areas. Mohg is also the door to the DLC. Malenia in the Haligtree is the hardest base game boss. Consecrated Snowfield, Haligtree.
10. Shadow of the Erdtree (level 120 to 150+, Scadutree Blessing matters more)
Enter through Mohg's cocoon. Collect Scadutree Fragments in Gravesite Plain and Scadu Altus before serious fights. DLC map.
11. Crumbling Farum Azula and the Ashen Capital (level 120 to 150)
Maliketh, then back to Leyndell for Gideon, Hoarah Loux and the final fight.
Related questions
Can I skip Caelid entirely?
Yes, if you get two Great Runes from Godrick and Rennala. Radahn is optional, but skipping him locks you out of Nokron and much of Ranni's quest.
When is the point of no return?
Defeating the Fire Giant and lighting the Forge of the Giants changes Leyndell into the Ashen Capital. Finish NPC quests in the capital before that.