Margit, the Fell Omen is the 1st Boss in the game, follow the trail of light from the Lost Grace Sites and you will reach this boss.
It is recommended to level up a bit before this by getting Runes in the overworld, I defeated him at level 25 after I explored for about 5 hours.
Before you enter the fog wall and commence the fight you can summon the NPC Rogier who will help you in the fight.
Margit, the Fell Omen does have some powerful attacks, but they are easily telegraphed, halfway through the fight he will use his light hammer which he jumps and slams on the ground. This is a strong attack and can do a lot of damage to your health. I used my shield to block his attacks and then use my own to wittle down his health. I also summoned in my Lone Wolf Ashes Spirit along with Rogier to help defeat this boss.