Defeat Radahn in Caelid
Go to Nokron, Eternal City
Reach the Ancestral Woods site of grace
Drop down the roots and ledges to the large open area
Find the coffin near the waterfall area
Use the coffin to travel to Deeproot Depths
Alternative route:
Defeat Mohg, the Omen in Leyndell Catacombs
Open the hidden passage behind the chest in the boss room
Follow the path through the Subterranean Shunning-Grounds
Reach the Frenzied Flame Proscription area
Drop down the giant pit after the Three Fingers area
Continue through the roots to enter Deeproot Depths