The Chosen Undead is the title given to the player character in Dark Souls.
The title of Chosen Undead is a reference to a prophecy concerning the end of the Age of Fire. It states that at the very end of the Age of Fire, an undead champion will appear and undertake the pilgrimage to ring the Bells of Awakening in the kingdom of the ancient gods, Lordran.
After going through trials to ring the two bells, Kingseeker Frampt appears to task the character with one more quest before they are officially worthy of the title. The player must go into the kingdom of Anor Londo and retrieve the Lordvessel from Gwynevere, Lord Gwyn's daughter. Upon retrival Frampt declares that the prophecy is indeed true and that the character is the incarnation of the Chosen Undead.
Upon retrieval and confirmation by Frampt, the player is given the choice to put the Lordvessel on the Firelink Altar and proceed along Frampt's designs. In this instance, Frampt prompts that the Chosen Undead is the hero destined to replace Lord Gwyn and extend the Age of Fire, putting an end to the curse of the undead. The player has the choice not to place the Lordvessel and instead seek out the guidance of another ancient serpent, these actions will bring about the eradication of Gwyn and the old gods, and usher in the Age of Dark.