Normally sleep is healthy, but that does not apply in the world of Abyss Odyssey: the nightmares of a powerful warlock opened up a right in 1890's Chile. To defeat the monsters which enter through it, Katrien enters the randomly generated Abyss to defeat the warlock. The story does play a minor part, but items with background information can be found during play.
While the game itself is a side-scrolling platformer, combat has similarities to fighting games: Katrina has a number of regular attacks, throws and special attacks to her disposal which are activated with button combinations. This is also evident because of the cancelling move which allows to directly transition from a normal move into a special move or into a dash. However, this costs cancelling points.
The enemies have also their own move set and, by performing a special attack at the right time, the player can take over their soul. This allows to morph into them on the fly and make use of their skills. During the course of the game two additional characters (Ghost Monk and Pincoya) can be unlocked which also come with their own weapons and moves. Killing enemies reward experience points and eventually level-ups. Those reward additional moves as well as skill points which can be used to make the moves more powerful. Additional weapons or other equipment can be found in the levels or bought in stores.
While the game has a permadeath mechanic, death is not automatically the end: when the player manages to reach the next checkpoint with a generic (and weaker) soldier, the character is revived. Stores also hold expensive items which translate into a revival at the last checkpoint. When all those options are exhausted, the player needs to start a new try in a new Abyss. While equipment and gold is lost, experience points and character level carries over.
The Windows version received a number of content patches which added a few new enemies, a competitive multiplayer mode (two players online, four players offline) and the harder nightmare difficulty. Those new features remained mostly exclusive to the platform (except nightmare difficulty on PS3) until the Extended Dream Edition arrived on PS4. It is functionally identical to Windows version 1.10.