Go into the playhouse and get to a room where you see a Cyclops playing pool. Kill it, then jump on the pool table. The "Cheat Active" message appear. Look in the inventory to find the "Book of Shadows". Open the book and "Book of Cheats" will appear at the top. Highlight the "Play as Deadwing" option and press Right. You will now play as Deadwing (or a very big harpie).
In order to get the gun in the first place in the game, follow the path. When you reach a dead end, jump on the wall and press Left or Right. When you reach a hole in the wall, press Up. You will now see a dog. Walk to the door and it should open. Walk in and talk to the girl. She will give you a gun. To shoot it, hold C-Up and press Z.
Go up to Nettie. After she tells a story of your journey or fate, approach and shoot her. To see her bleed, press Snipe then look down at the bottom part of her clothing. You will se a sprinkle of blood coming out of her.
In the asylum, there is a room with a Dark Soul on a high ledge that has a really big hook in the way of it. In that same room is a door with blood splattered on the window. But enter the door and look at it from the other side. The blood isn't there!