The Mirror of Night having both red and unlockable green talents is quite a reflection of Zagreus. First would be his heterochromia, then his hybrid nature (two different hierarchies). Then his assumed position as a god: Blood and Life. The hybrid nature goes to explain how the talents in each slot have some contrast.
This also has some brilliance to Nyx's keepsake (boost of damage to undamaged enemies and backstabs), as it's helpful no matter how Zag invests in the first slot talents. It's very much her nature to make sure he's well covered.
The green talents' unlocking happens around the same time the player finds out that Nyx isn't Zag's real mother (thus he's not purely an underworld god).
Zagreus's weapon aspects, while useful, have nowhere near as special or flashy of abilities as the other aspects. This makes sense once you realize that the other aspects are from gods or legendary warriors in their prime, so of course Zagreus's won't have fancy or flashy weapons of his own; he's just starting down his path to greatness.
Nyx's keepsake and some of the early Mirror of Night talents go really well with Athena's deflect and backstab boons. Perhaps this is exactly why Nyx chose to contact Athena first.
The effect of Thanatos' keepsake, a cumulative damage boost for clearing chambers without taking damage, befits his Tsundere nature rather well. While it requires perfect victories with no room for error, it also encourages you to avoid getting harmed. And if you encounter him with it equipped, he may even say "Stand back and let me handle this fight for you" just so that you can prevent yourself from taking damage, allowing his keepsake to buff you more.
In contrast, Megaera's keepsake only activates when you're at low health, as if Megaera finally had enough of watching you flailing about. It might also ties into Megaera's enforcer theme, that she is expecting the punishment Zag suffered to push him to be better.
Since the non-Gods do not have a specific theme like the Gods do, the keepsakes from most of them are reflections of their own character arc prior to events of the game:
Achilles' Myrmidon Bracer effectively gives Zagreus armor, with a weak point in the back — his very own Achilles' Heel.
Distant Memory (more damage to enemies 500 units away) is a metaphor of Orpheus' pining over something (he thought) he could no longer reach, preferring to wallow in his own melancholy.
Shattered Shackle is a representation of Sisyphus' outlook on life following eons of punishment for his many crimes — man can continue surviving and improve themselves even when they are stripped of privileges and worldly possessions. And since it wears off from a boon, it can reflect how in life he was never favored by the gods.
Evergreen Acorn lets you tank the first few hits from region bosses. Its former owner, Eurydice, got so fed up with what her life has thrown at her, that she decided to just shrug it off.
The remaining servants of the House of Hades do not fit the previously mentioned mold, but there are other possible reasons for their gameplay benefits:
Harpy Feather Duster (an urn will contain healing) from Dusa the house cleaner makes you want to help her clear the urns scattered within chambers.
Lucky Tooth (be revived once with a certain percent of health) is another way for Skelly to say "Hey, don't worry. You'll always get back up. Like me!"
And lastly, the Old Spiked Collar from Cerberus basically gives you hearts, the universal symbol of affection.
When Zagreus finds his first boon from Hermes, he says that Hermes' mark kind of looks like a bat wing. This may seem like a strange thing to say, since the mark is clearly a bird wing, until you remember that Zagreus has never been outside the Underworld and thus he's never seen a bird in his life.
The gods' boons also gives insight to their characters.
Ares' Doom debuff might seem a bit odd compared to the Weak or Hangover poison debuffs. But from a storytelling viewpoint, it might represent loss (material or psychological) that war (Ares' domain) can inflict even after it's gone. His Blade Rift cast variant flies very slowly, forcing the player to be right in the thick of combat to make the most of it.
Certain damage buffs from Dionysus will not kick in until you inflict Hangover on several enemies at once, even if that means leaving some enemies alive. True to Dionysus's alcoholic party animal personality, he wants Zagreus to play with a lot of people.
Aphrodite's boons encourage players to get up close to the enemies, true to her assertive personality and the concept of intimacy that love brings people emotionally closer. She also has the highest raw damage bonus of any of the gods. If you look at her track record, you'll see she has gotten plenty of damage done through others by manipulating their emotions.
Athena, the goddess of wisdom and military strategy, offers mostly defensive boons. But instead of simply adding more numbers to defense statistics like most other action games (with only her Bronze Skin and Sure Footing doing just that), her boons either enhance the Deflect (deflecting all attacks, but only for a few tiny seconds) or Backstab (encouraging the player to attack enemies from specific narrow angles) mechanics. She demands the player learn enemy attack patterns and the complete in-and-outs of their weapons, essentially telling you to study up and be wise when using your power.
Poseidon's boons providing various treasures tie into not only the imagery of the sea containing vast fortune, but also of traveling by sea in ancient times where a ship would leave and come back bringing riches from foreign lands. They're also heavily based on knockback, and if there's anything the sea is known for, it's constant motion.
Artemis's critical hit boons are dependent on Random Number God with a dash of Magikarp Power due to their low power curve with each level. Seems unreliable at first until you put a bit of forethought into how you build your abilities lineup — not too far off the mark of what Artemis expects from her peers or any good hunters. You also have to gradually pour your attention for her boons to reach good potential, like getting an introvert to open up their heart.
Demeter's boons are less about her mythological nature as the goddess of harvest and more about her distant attitude towards anything not hers following the loss of her daughter. Her damaging boons are all about bogging enemies down and slowly freezing them to death without necessarily getting close to the foe, making her boons the safest to use on paper. However, the concept of harvest and nurturing do shine through in the form of boons that gain more power over time.
Skelly noticeably has a coin in his mouth. In Ancient Greece, there was a tradition of putting a coin in the mouth or on each eye of a dead body to pay Charon for a passage through the Underworld. This gives you an ironic hint that Charon is his employer, since his entrance fee to the Underworld has not yet been claimed.
Chaos' Body of Bodies is pretty spooky, but this simply may be how they reproduced in the first place, being the primordial formlessness from which all other creation arose. Those are all just bits that haven't separated and matured yet.
Dionysus is one of the most personable and friendly among the Olympians, speaking in a very friendly and familiar manner to Zagreus. Aside from the obvious reasons why he'd be friendly (being the god of wine and partying), there's an existing mythological connection between Zagreus and Dionysus. In Mycenaean Greece (which predated Hellenistic Greece), Zagreus was a Chthonic god and Dionysus was the god of madness and altered mental states. During the centuries prior to and during the Bronze Age Collapse, worship of both Dionysus and Zagreus was no longer mainstream, and cults worshiping the idea of death and rebirth, as well as madness and intoxication (symbolically represented by grapes being crushed and fermented into wine) conflated the two gods. So it makes sense that in this setting, Dionysus would be positively inclined toward Zagreus. (Scholars at one point thought that Zagreus just turned into Dionysus, but recent translations of Mycanaean texts show that Dionysus and Zagreus were separate gods in those days.)
Many players have expressed dissatisfaction at Styx being the final area, but looking like a standard first dungeon. This actually makes sense; it's right at the entrance! So to anyone but Zagreus, it would be the first obstacle upon entering the Underworld.
Which would also explains the presence of Vermin-type enemies and many fresh corpses dotting the section.
The fact that Zagreus was so terrible at doing administrative work regarding the dead makes absolute sense when we learn exactly what he is the god of. Being the god of blood and life, there is nothing that would go further against his place in the cosmic order than administrating the dead (even without Hades' "mentoring" and the Narrator's constant remarks). It would be like Ares negotiating a peace conference.
The Fates also decreed that Hades would have no living heir. While this seems to be his stillbirth, after he was bargained back to life by Nyx, he's fated to be alive… but absolutely no heir for Hades. Zagreus is instead fated to defy his father's conventions at every opportunity, by breaking out of the House, wreaking havoc on the Underworld to escape it, commuting the sentences of the damned to undo several classic Greek tragedies, and being really bad at paperwork. Hades himself even muses about this line of logic.
Zagreus's domain of blood and life also takes on a different meaning when considered beyond the physical elements. Blood is a metaphorical term frequently used for personal bonds, whether familial or otherwise — then look at the many different relationships that Zagreus mends/begins to mend over the course of the game. And of course, life isn't just to physically exist; it's to grow, experience, learn, and many other aspects... things that Zagreus also does a lot of during his relationships, both given and received.
The game's learning curve guarantees that most players will never get to the end of the story without dying a lot. When combining that with Hades taunting the player at the beginning of certain runs, the ensuing frustration helps illustrate how Zagreus is upset at Hades' behavior towards him since his childhood, and how Hades is constantly preventing Zag from getting the answers he wants.
So why does Hades react quite so badly to any mention of Heracles? There are quite a few explanations:
For his 12th labor, Heracles went into the underworld to steal Cerberus. Hades is willing to put up with a lot of stupidity from his relatives, but messing with his dog crosses all kinds of lines.
Also, when Heracles was in the Underworld, he freed Theseus after he and Pirithous had gone down to the Underworld and gotten themselves captured and trapped there by Hades — because Pirithous had the incredibly stupid-assed idea of trying to steal Persephone to make her his bride. Hades, as you can probably imagine, was anything but happy with this, and when Heracles ended up freeing Theseus, Hades only allowed this because this entire cockamamie scheme was Pirithous's idea, and he put his foot down and told Heracles to leave Pirithous behind, telling him that he more than deserved his fate.
This also puts Theseus as the eternal champion of Elysium in a whole new light. While it is Greek heaven, Theseus is effectively stuck fighting and losing to Zagreus over and over until the end of time. Whenever he ever wins, Zagreus just gets sent back to the House of Hades and is free to fight him again. He is reduced to a slightly more prickly Skelly!!
According to Hades, Heracles is a Generation Xerox of his father Zeus, someone who Hades already has an extremely strained relationship with.
According to the myths, upon death, Heracles actually got to ascend to full-on Godhood and join his father and the rest of his family upon Olympus. Achilles implies this to have been the case after you commission a statue of Heracles built; he notes that Heracles only had a brief stint in the underworld after dying but then got "a special arrangement." In other words, Zeus literally broke the rules of death for his favorite son and allowed him to ascend to Olympus, arguably Hades' biggest Berserk Button.
He wrestled Thanatos to submission when the latter came to claim the soul of Queen Alcestis, who died in her husband's place to extend his natural lifespan via a gift from Apollo. Thanatos had to give up on claiming her soul, meaning that no one died. This subversion of death would've no doubt pissed Hades off.
Zagreus can potentially find himself winding up as the Featured House Servant in the post-game. While this is a nice bow on Zagreus finally finding his place in the Underworld, it's also neatly tied to the fact that it's not until the post-game that Zagreus actually has an official position and job title, as the "Warden" of the Underworld.
If you face Hades wielding the Heart-Seeking Bow, he will occasionally scoff at the idea of Zagreus facing him using "a coward's weapon." In the myths, using a bow in combat was considered a move a Dirty Coward would stoop to, something Paris was infamous for, so it makes sense for Hades to voice this prejudice if his son resorts to this tactic.
The Furies were born as a result of Cronus murdering his father Uranus and, as a result, they would deliver vengeance onto children who would wrong their parents. Now consider how Megaera will often try to stop Zagreus from coming to blows with his father.
And the reason why Tisiphone calls Zagreus a "murderer" is that in order to fight her, he has to have already killed Megaera multiple times and will inevitably have to kill Hades to fulfill his goal.
Tisiphone's fights make the arena get smaller and smaller. She makes it harder and harder for Zag to evade her "justice", like authorities closing in on a killer. There's probably some sort of "death row" interpretation in there, but that's a stretch.
Shortly after getting the cutscene where Zagreus learns about his true lineage, you can get a conversation with Zeus about him attempting to "match up [Hades] with some more wholesome types". That's… definitely a way to describe taking Persephone to the underworld.
As this video points out, Megaera having the same death animation as Zagreus (i.e. sinking in a pool of blood) makes sense because she's the only Fury Sister allowed in the House of Hades. She gets dragged by the Styx and into the House every time she "dies"; this contrasts with Alecto and Tisiphone, who vanish in swarms of bats when defeated.
Same case applies with Hades, who is taken by the Styx as well once defeated on the surface. He and Meg are the only bosses that can appear in the House, while Lernie is a resident of Asphodel and Theseus and Asterius are both the champions of Elysium. Their death animations also fit thematically with their area; Lernie explodes, befitting the flaming Asphodel, while the heroes fade into blue light that wouldn't look out of place in Elysium.
The Teeth-Clenched Teamwork of Aphrodite and Athena is apparent when you pick up their Duo Boon, Parting Shot. When the two goddesses are snarking at each other, it brings to mind the story of Eris' golden apple. In the myths, Aphrodite, Athena, and Hera were the three goddesses who disputed over the golden apple that had the written words "To the fairest".
Of course Achilles would be terrified of Aphrodite and consider her the most dangerous of the gods. He fought in the Trojan War, which lasted for 10 years and was originally caused by Aphrodite's carelessness. And, it's also because of her powers that he still pines painfully for Patroclus.
Artemis' implied interest in Zagreus makes more sense when you recall Zagreus' name — his name means "great hunter". Additionally, what little records the myths had of him independent of Dionysus imply a role as an actual hunter. Of course the Goddess of the Hunt would take at least a platonic interest.
Throughout the game, many characters note how Zagreus and Hades are both incredibly stubborn. Given how the former's oh-so-helpful "Death Defiance"s could be taken as a result of that stubbornness, it makes sense that, come Hades' boss fight, his health bar fills back up after being depleted (cuing phase 2).
If you summon Dusa in battle and then invoke Athena's Greater Call, Dusa will get very nervous upon seeing Athena's power. This makes more sense if one knows the original backstory of Medusa, and is another hint that Dusa is actually the Medusa.
At the epilogue feast, when you consider how the Olympians think, a viewer notes that it makes sense that all of them would be more than happy to accept the fabricated story and not go to war with the House of Hades along with the Chthonic gods.
Zeus already knows the truth and went along with it since he is the one that started the whole thing.
Poseidon is probably the least affected as his domain is the sea.
Athena might already know the truth and is the most even keel among them. She sees little wisdom in going to war over it.
Aphrodite sees the family's love as truly genuine.
Artemis likes Zagreus more than the rest of her family.
Ares is trying to hook up with Nyx.
Dionysus gets the chance to empty the wine casks of Hades, the god of riches and party where no god has partied before.
Hermes already knows and went along with it due to working with Charon.
Demeter while upset is also able to reunite with her daughter, realize her folly and discover she has a grandson, who would both be in danger if a war broke out.
Asphodel is full of lava, and you can push enemies into it for some extra damage. It only makes sense that Poseidon, who has power over water, would help make that task easier.
The protagonist of the sequel is named Melinoë. Melinoë was mentioned in a hymn invoking her as a bringer of darkness. Zag is the god of blood. Together, they make up blood and darkness.
Hermes doesn't want even the other Olympians to know that he's helping Zagreus.
Hermes's keepsake is the only Olympian keepsake that doesn't increase the chances for a boon. He's only going to give Zagreus a boon on his own terms, when he knows nobody is watching.
Hermes doesn't appear in Trial of the Gods; otherwise, the other gods would notice.
This also gives a handy explanation for why not every major Olympian is helping Zagreus; if all of them pitched in, Hermes would be conspicuous by his 'absence.'
Theseus's shield prevents frontal damage, leaving Zagreus no choice but to stab him in the back or inflict status ailments. It's impossible to fight fair with him; the same way his bullheaded arrogance keeps Theseus from admitting that Zagreus isn't evil, his strategy prevents him from seeing Zagreus fight any way but dishonorably.
Theseus is not Poseidon's son, although he claims a connection. Theseus's parentage in myth is complicated; according to at least one version, his mother had sex with King Aegeus of Athens and Poseidon around the same time. Since the Ancient Greeks believed in Telegony (a child will receive traits from more than one father), Theseus was considered to be both Aegeus's and Poseidon's son.
Most of the base infernal arms upgrades aren't anything of note, simple boosts to attack power or buffs that make using them easier (ex. increasing the clip size on the Adamant Rail). However the Heart Seeking Bow is unique as it grants an increased crit chance when upgraded; why is this so significant? Because the bow is the preferred weapon of another goddess whose boons focus on dealing critical damage.
The description of one of Orpheus's songs when purchasing it notes that it's one of Hades's favorites. What's the song in question? Death and I - in other words, the death sting which marks failed runs.
In addition, that same song plays when you enter the Temple of Styx - both as a way to signify how far you've come and how dangerous this area will be, but also as a way to foreshadow who exactly the final boss is.
When the game begins, Orpheus is locked in solitary confinement in Tartarus for refusing to sing for Hades. And after you free him, he's given 100 years to find his voice before an even worse punishment befalls him. Since Tartarus is about as bad as it gets, what could possibly be worse?
points out, Megaera having the same death animation as Zagreus (i.e. sinking in a pool of blood) makes sense because she's the only Fury Sister allowed in the House of Hades. She gets dragged by the Styx and into the House every time she "dies"; this contrasts with Alecto and Tisiphone, who vanish in swarms of bats when defeated.