So, if I go Bandit, what stats should I focus on?
As Chucklehead said, stats aren't super important in Dark Souls. Your starting class matters mainly if you have a very specific build in mind, or if you plan to cap your level for the generally agreed upon "meta" level for PvP.
Also important to know is that each stat has a "soft cap," which is where leveling beyond that point has some minor diminishing returns, and a "hard cap," where leveling beyond that point has major diminishing returns and is practically useless, unless a piece of equipment requires going further.
Here, I'll break down the stats for you and what their value is:
VITALITY: Increases max HP, and that's it. Soft cap is at 30, and hard cap is at 50. If this is your first playthrough, 30 is probably a good place to go, but experienced players can get away with lower max HP.
ATTUNEMENT: Raises the number of spells you can equip, hard cap at 50. Only useful if you need more attunement slots.
ENDURANCE: Increases maximum stamina, maximum equip load, and bleed resistance, with a hard cap at 40. Maximum stamina is very important, and so is maximum equip load, since your equip load determines whether or not you get a fast, medium, or "fat" roll, which is one of the most important elements of standard gameplay. NOTE: Always try to keep your equip load under 50% at least. If possible, keep it under 25% for the fast roll.
STRENGTH: Increases damage on weapons with strength scaling, soft cap at 20 and hard cap at 40. Many weapons require a STR value past 20, so don't worry about going past the soft cap. What some call "quality" builds put 40 into STR and DEX, which gets the most practical effectiveness out of just about any weapon.
DEXTERITY: Increases damage on weapons with dexterity scaling, as well as increasing the casting speed of magic attacks, soft cap at 20 and hard cap at 40. Many weapons require a DEX value past 20, so don't worry about going past the soft cap. What some call "quality" builds put 40 into STR and DEX, which gets the most practical effectiveness out of just about any weapon.
RESISTANCE: Useless, USELESS stat. Primarily increases poison resistance by 7-10 per level. Poison resistance is incredibly circumstantial, and even in the circumstances where it's beneficial, it won't save you, just make it so you may or may not get poisoned. Avoid this one.
INTELLIGENCE: Increases damage for weapons that scale with INT and increases damage of magic attacks, soft cap at 40 and hard cap at 50. Mainly only necessary if you're using a magic/sorcery build, but some weapons require INT to use or scale with it for extra damage.
FAITH: Increases damage for weapons with FTH scaling and increases damage of miracles, hard cap at 50. Mainly only necessary if you're using a miracle build, but a handful of weapons require FTH to use and scale with it.
So, depending on what kind of build/playstyle you're aiming for, many of these stats are unnecessary for you to bother with. If you just want to whack people with weapons, Vitality, Endurance, Strength, and Dexterity are really your only concerns. If you want to use magic, you'll have to check out the other stats. It's best to specialize and make yourself strong in one playstyle than to spread your stats thin and try to be a jack of all trades. Unless you plan on obscene grinding to get to high levels early on or something.
The later two Dark Souls games make some changes to the stats, but most of it is the same across the three games.