"Ask to join the covenant" ? *Possible Spoilers*

[DigitalFarce]

All, I am absolutely loving this game after beating Bloodborne. I beat Deacons of the Deep and now just made my way up the tower to The Old Wolf of Farron. Basically, I have run into two peeps that I don't understand at all that have the same option to Join Covenant:

* Rosaria in the Cathedral (I just lit bonfire and let her alone
* Old Wolf of Farron (Same)

Dom't really know what to do with either of those two. I only play single player. No PVP. Etc.