The bonfires are respawn points, not save points. The game actually autosaves pretty frequently, including when you quit. So if you need to leave the game alone for a moment just quit out and then load up your game when you return. You can do this any time, even in the middle of a fight (the only exception is if someone is invading, but you play offline if I remember).
Everything Rodin mentioned is accurate, Endurance is the stat you want for raising the amount you can carry. It also boost your stamina.
I'd recommend looking at the Estoc or the Balder Side Sword (dropped by the emaciated knights in the church). If you find enough Titanite to get your weapon to +5 and a Green Titanite shard you can take it to the magic blacksmith, he can upgrade it into a magic weapon that uses your intelligence for scaling instead of Str/Dex.