Lordran is... A very old place, where the gods once lived. These days it's where most undead end up, sooner or later, if they don't intend to end up captured and imprisoned.

On top of that, there are countless other monstrosities that call that place home now. It's quite dangerous if you dont know how to handle yourself.

[Of course, she thinks she can handle herself well enough to do so.]

It's not a very pleasant place at all.