Gwyndolin is the keeper of the Blade of the Darkmoon covenant, so if you fight him, then you won't have access to this covenant. At the second bonfire in Anor Londo, there is a statue that will disappear if you're wearing the Darkmoon Seance Ring and at the end of the path is a fog gate and a place to kneel if you want to join the covenant. If you go through the fog, then you will fight Dark Sun Gwyndolin. Gwyndolin is a pretty easy battle, as he only has three attacks, all of which are pretty easy to dodge. When he stretches upwards, he will fire some arrows at you, which are easy to avoid if you zigzag or hide behind one of the pillars. He will also use homing soul arrows on you, but they can be avoided easily by hiding behind one of the pillars. The third, and final, attack of his is a giant ball of energy that he shoots at you (it's pretty fast), so as long as you zigzag and roll when it's about to hit you, you should be fine; this attack goes through the pillars, so you can't hide from this one. Whenever you get close to Gwyndolin, he will teleport away from you and then continue his attack; you should be able to get 1 or 2 hits on him before he manages to actually teleport. The best chance for you to get more attacks in is when he is in his animation for shooting regular arrows at you. As long as he's in this animation, he won't be able to teleport if you're close to him, so it's definitely the best way to do damage to him.