Starting class: Vagabond. Best class pretty much no matter what you're doing for this kind of playthrough. Almost never any wasted points, lowest arcane (your least-relevant stat) and mind, int, and faith that are low enough not to get in the way but still good enough that a quick investment gets you some tools.
Vagabond also gives you a 100% phys res shield with a low weight, a longsword, a halbert which you should unequip when the game starts, and an excellent knight armor set. Let's talk the gear we want!
Weapons: I think the classic knight is going to want either a straight sword or a greatsword.
For the straight swords, broadsword is highest dps but longsword is only slightly behind and has a much better 1-handed moveset and more range overall. With the importance of stagger, you're going to want that range on your R2. The longsworn straight sword is decent, but needs to be farmed and is outpowered by the longsword pretty early, so it's not worth wasting your time. Use it if you get it and you're comfortable getting more of early materials.
Greatswords have a much tougher balance. Claymore has all the strengths and then some of the longsword, where as the iron greatsword deals significantly more damage, weighs more, has a worse moveset. Iron greatsword also needs to be farmed, off of leo misbegotten. I wouldn't fault you for sticking to the claymore and never looking back.
For shields, this is mostly personal preference. There's not a lot of difference between shields. The main stat that matters, guard boost, scales multiplicitively with buffs, which means using the brass shield gives you diminishing returns very quickly when using magic shield or barricade on top of it. If you don't want to farm the dorito, any shield you think looks pretty will do, and you can safely consider it part of the armor. Personally, I think the heater shield and the kite shield are extremely flexible. If you want greatshields, the manor towershield is an excellent option while you look for some of the later shields. The distinguished greatshield doesn't take too long to get. Alternatively, you can go pure dps and get the jellyfish shield.
For armor sets! Either the vagabond or knight armor are excellent early, and later you get options like the scale armor and the fingerprint armor. It's to your preference and endurance budget, but those later armors can take a hit. Banished Knight Set is also excellent. Just don't go full bullgoat, it's not quite in keeping with the knight style.
Severely under-discussed, but also very simple: your staff and seal! The demi-queen's staff is the best low-int staff in the game, and you're likely not going over 15 int for frost blade, or even 12 int for magic weapon. The clawmark seal is a seal that scales with strength, though it doesn't buff weapon buffs with its strength scaling. It's still an easy good choice, but if you want to use weapon buffs at low faith, the finger seal is better.
For stats, you can be pretty flexible. Most knights are going to be strength-focused, as the 1-handed difference between strength and dex is about the same on most straightswords and greatswords, but the 2 handed multiplier makes strength the best option. Strength also lets you benefit from fire arts, which scale strength! 54 Strength lets you hit the 80 breakpoint while 2 handing, and most ashes of war deal their 2-handed damage. Vigor you can get where feels comfortable between 40 and 60, end between 20 and 40, Strength up to at least 54, and then mind, int, and faith depending on how much you're ashing and doing support spells. You can hit a lot of softcaps and benchmarks very early with this playstyle.
Ashes are one of the most delightfully flexible parts of knight play. Square off, your starter ash with the longsword, deals a nuts amount of posture damage and can engage at quite a distance. It also benefits from the 2-hand multiplier. If you're fighting an enemy you're too afraid to stay engaged with for two long, impaling thrust is a workhorse of an option. Stomps, shouts, nonstop attack ashes, and movement ashes all have their utility, and you shouldn't be afraid to turn any of them into the core of your playstyle for a little bit. So long as you have the whetstones for heavy and for fire, play around all you wish. Most of this applies to greatswords as well, though you'll want uppercut instead of square off.
Putting "No skill" on your shield lets you use the ashes for free, but you can also parry with your shield and stick to chaining crits. Or you can use jelly shield, and enjoy the boost after any other prebuffs. This is a very burst style, as your buffs start running out soon after you've applied them, but time it right and you can have a lot of hard hits in a row.
Finally, there's the matter of elements on your weapon, and my favorite type of ashes; Lingering elemental ashes! Flaming Strike Ash of War is my favorite. It gives you fire even without the whetstone (which admittedly is close by), it has a great chain attack, and the damage it gives is flat. Second on the list for me is cragblade, giving you phys damage and posture, and found near the same place. You can even use these in combination with a shield-based ash, as you can 2 hand to prebuff and then go back to shield! They're also very mana-efficient :)
The alternative approach, that's technically more damage, is to use spells to buff your weapon with an element, and use a powerful ash. This costs a lot more mana, but combining magic weapon with square off, for instance, is excellent. If you feel confident staying at a lower vigor and strength, this is an excellent way to experiment.
Finally, talismans! The core "I played Dark Souls 3" Talisman Pentafecta still works great here. Scarab for xp, Erd Tree for everything, dragoncrest for phys res, turtle for stamina regen, and arsenal talisman all do great, and you can get various variants of those earlier than you even have the slots to put them in. For basic combat talismans, increasing guardboost, guard counter, charged attacks, jump attacks, and crits can all be valuable depending on your playstyle. You'll want to learn to use every attack you have, as all have merits. If you're planning on spamming R1s, the combo chain and millicent's are both excellent. If you want to dual-wield a dex playstyle with that, though, you're going away from classic knight pretty quickly.
If you want to use skills more, the two best talismans are alexander's quest ending one and the talisman in Iji's shop, giving you plus skill damage and minus mana costs respectively. Lots of options!
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Besides the staple greatsword Claymore, make sure you have a Longsword/Lordsworn's Longsword back up. There are some moments where the greatsword moveset is a bit too slow and the straight sword moveset would be better. As for shields, use either the Inverted Hawk Heater Shield for lighter weight and less guard boost or the Brass Shield (have to farm it) for heavier weight and more guard boost. Besides the equipment, get your Vigor to at least 40. 60 is the soft cap. After that, put whatever you want into strength or dexterity.
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The banished knight greatsword is fantastic with a shield and takes normal stones to +. At +25 with warcry or braggarts roar , the charge attacks do decent damage and are easy on FP. The two handed stance is great for shield enemies or enemies that hide behind their weapons and it stuns them in 1-3 hits.
You can farm it from the Banished Knights in Stormveil early on.
Shieldwise would be the brass shields from Gatefront early on for mediums. For greatshields the captain knight at gatefront has a small chance to drop the gilded greatshield. Has basically the best defense for physical and damage negation in the game for just run of the mill enemies.
For somber stone swords, Bloodhounds fang is a solid choice or the Ruins Greatsword from Redmane Castle both have a sweeping arc one handed and work good with a shield.
Their two handed attacks are great as well.