Any advices on what I shouldn't do? Killed that Plague Doctor when he started talking about blood and immorality when I have a waifu next door who has just that, Mercy killed Crestfallen knight.
What does this Rabbit key do? Spend Stat Souls or sell them for Lvl? At what point do I need to be careful of NPC death?
There is nothing you shouldn't do, although that being said completing npc quests can give you unique weapons/armor/rings(All of which can be gotten in the chaos dungeon for the most part, but only if you want to try rng.) Also the rabbit keys are used near a hidden door somewhere in the rabbit hole.
Don't worry about failing horribly and having everyone die in your run, it's part of the experience. New game+ can be scaled back to default difficulty whenever you want by talking to the statue in the dream. Don't keep the boss from the Sickening Clock Tower alive(Or not imprisoned) if you're worried about people dying.(Deaths starting happening around your 10th fog wall boss, so people are going to die no matter what if you play the game without knowledge of a first run/walkthrough.)
You can imprison any nonpledgeable character without any future problems, although if you don't advance a certain bird's questline you will lose a unique pledgeable scene. All normal endings outside of one are caused by your current sanity level during the last boss fight.
You can freely rape Node and 2 other certain familiar npcs without any penalty, and without imprisoning them. If you want a hard optional boss fight on your newgame+ use the first boss's weapon against it. DLC 1 is accessed by going to the wailing beach and looking around, and has a hidden room somewhere. DLC 2 is the chaos dungeon which is the red door in the dungeon and can only be accessed after you've done one boss fight.
If you pledge the hatter you can fuck her friends. If you rape any Pledges it'll cancel their pledge(Which don't carry over into newgame+ anyways). You can only finish ALL of the fairy tales if and only if you managed to see the true form of the beast coming out of the mirror near the start of the game at 0 SEN, and then fought the boss with said npc in the Pool of blood.