I'm really glad you enjoyed the series. It's definitely not a game I'd recommend to you, it's very combat focused and can be demanding in its requirements for timing, equipment management, and combat technique at every turn. It's a cool game to watch other people play, before I bought the game I spent about an hour watching somebody do a Let's Play on youtube of this game and I loved what I saw.
It's amazing that the Great Wolf stayed with you all this time, he's stayed with me too. He's still my favorite boss in the game and he has my favorite backstory. You get to find out a lot more about him in the DLC they made for the game, and the story behind why he's still alive and protecting the grave of his best friend/master is heartbreaking and makes it even sadder that you have to kill him in the course of the game.
The Knight Artorias and Great Wolf Sif were companions and best friends. Artorias was sent into a kingdom named Oolacile to save their Princess from the spreading Abyss. Over time I guess the dark of the Abyss took over the knight and began poisoning him/stripping away his humanity. Once he knew the Abyss would win and he'd lose his life, Artorias in a last valiant act took off his giant shield (a shield that boasts great magical defenses) and cast it over his friend Great Wolf Sif (who was very small and young at the time). The magical defenses of the shield saved the wolf and he managed to survive the Abyss and get back to safety. Back in the normal world the grown up Great Wolf now lives alone and protects the grave and equipment of his best friend that saved his life.