The best conveyance is that which the player doesn't notice but takes on-board. The point where these games shine is how they teach you about their death mechanics. Both Dark Souls and Bloodborne open with a mysterious cutscene and then an overwhelmingly difficult first fight. In both cases it's 99% likely you'll just die if you try fighting head on. And this teaches you two of the most important lessons right off the bat:

1. This game is hard and you will die (a lot).

2. And that's totally okay.