From Software has a history of great DLC with the likes of Dark Souls and its sequel, but accessing the new content can be tricky. Reaching the new area in Bloodborne isn't as laborious as, say, Artorias of the Abyss, but it still takes some doing.
First, you'll have to defeat Vicar Amelia and examine the altar inside the chapel - this is part of the story. Return to the Hunter' Dream, and you'll find a new group of Messengers next to the Doll. Talk to them to receive the Eye of a Blood-drunk Hunter. Sounds like a lovely gift.
With the Eye in your possession, return to the Cathedral Ward. Exit to the left, toward the circle of gravestones. Look to your right to spot a dead body by a tree behind the stones. You may have already looted this corpse on your own, and been instantly killed by some invisible creature. Stand by the body and let that creature grab you again - this time, it'll warp you to a new area.
And that's it. Welcome to the Hunter's Nightmare! For more help navigating this horrifying new area, check out our Bloodborne: The Old Hunters boss guide and Bloodborne: The Old Hunters weapons guide.