You will pop this one when you awaken in 15th forlorn out of 22 total ones in the game.
As far as I can tell there is no way to see how many you have except for walking by the different regions bonfires and observe the white dots at the top of the screen. Hollow circles means that region has a forlorn to rescue.
You should get this one at the beggining of the 3rd region of the game "The Cave".