Sony has recognized, from reviewers and reports from Reddit and GameFAQs, a serious progression bug in Bloodborne involving the missing Lunarium Key, a key item in Byrgenwerth that you will need to face a particular boss in the area.
The bug occurs if the user initiates online multiplayer either through co-op or PvP while in the Forbidden Woods area leading up to Byrgenwerth. So Sony recommends that you don't use any Resonant Bell in this area or the Lunarium Key might go AWOL. (Luckily, I didn't encounter this bug in my review.)
FromSoftware plans on a 1.02 hotfix that will amend this issue. It's currently being finalized and the team hopes to release the hotfix next week. Note that this is a separate patch from the one which will improve load times.
