Hades uses an autosave feature that frequently saves your progress in the game. There are 4 available save slots and starting a new game requires you to choose one of the 4 slots to save in. You can also start a new save file with Hell Mode difficulty, but this option cannot be changed later on.
While most games end their narrative after that last, brutal battle, Hades continues on, going so far as to introduce a new character. In order to resolve the emotional storyline and unlock the game's finale, players must execute a number of escape attempts to completion.