User blog comment:Matsczon/What is that?/@comment-5264386-20130210003540

If you want the "easiest" way, I would definitely go to Darkroot Garden first. That way, you can level up a bit before taking on either the Capra Demon or Queelag.

After killing the Moonlight Butterfly, you should be at a high enough level to take on the Capra Demon. This means you can access the Depths, where the first Pyromancer trainer is located.