Once you get through the Aegean Sea, a cutscene will show a conversation between Kratos and Athena, a goddess assisting Kratos, and also a few brief flashes of Kratos' past. After the cutscene, you'll be in control of Kratos again.
Ship Interior
You'll start in a room consisting of a bed and two naked women. If talked to, they ask Kratos to stay. You can either leave or start an optional mini-game. To start it, jump on top of the bed and a large 
will hover over them. Press and the camera will zoom in on the bedside table. What follows is a QTE sequence. Press 
, 
, 
, or move 
as prompted and eventually, the vase which was bouncing unsteadily on the table will fall to the ground and smash into pieces. Your health will be fully-restored and, if playing in the collection, you'll get a trophy. Once you've completed the mini-game, head through the doorway opposite the bed to the right and go through the passage. You'll come across a save point and then the path will turn. A chest should be at the end of the path, along with a ladder and another chest opposite that. Open the chests and climb up the ladder to reach the deck of the ship.
Outdoors
From here, head to the right of the ship and you'll see a walkway that leads off the ship. When you reach the end, three Undead Legionnaires will spawn and attack. Kill them and follow the path and once it turns, three more Undead Legionnaires will spawn and attack. Eventually, the path will end. Turn to the wood floor and jump through the large hole in the wall. On the other side, you'll land in water. Swim to land and head through the doorway.
Phoenix Feather
Turn the corners and three Undead Legionnaires will arrive and attack. After getting them out of the way, open the chest at the end of the hall for a Phoenix Feather. Like Gorgon Eyes, they act as an upgrade if you collect enough. In this case, Phoenix Feathers will increase your magic. Head through the next doorway and open the chest. Jump on top of the large box in front of you and the double-jump to get on top of the larger one. Jump off and follow the path.
Minotaurs
Instead of jumping through the wall like last time, jump across and you'll see a lever. Press 
and Kratos will pull the lever, making the lift go up. Proceed along the wooden walkway and open the chest along the way. Reach the turn and a cutscene will show to soldiers trying to run away from three Minotaurs. Kratos watches as the first soldier gets his head sliced off and the other fails to outrun the monster. Now it's your turn to fight them. Attack them like you would any other monster to weaken them, and when weakened, a large will appear above their heads. Kratos will jump on top of it and aim the sword at its mouth. Tap rapidly and Kratos will stick his blade in its mouth. Killing it this way is the only way to gain health from the battle. After killing the Minotaurs, keep following the path.
More Monsters
Open the chest and again, press to use the lift. It'll take you higher, where you'll be shown another gory cutscene. Two trapped soldiers are caught by surprise by two Undead Legionnaires and stabbed from behind. At this point, you'll be greeted by another beast. This large gargantuan uses a spiked ball to attack, retracting it and then throwing it at Kratos again. Use 
to dodge its attacks and throw in your own attacks while its preparing its next one. Press when the prompt appears above its head and complete the QTE to kill it. Walk further and another one will jump into battle. Kill this one and a third one will come to attack. Kill the third one and the red barrier will disappear from the doorway. Head to the right of it and you'll find a hidden chest. Now follow the path through the doorway.
Boxes
You'll eventually reach a room full of stacked boxes. Some of them have visibly weak support. One can be seen from the entrance of the room and the other is in the corner. Smash the weaker boxes and the exit to the room will be free. Find a box that Kratos can climb up to start. Jump to the stacked boxes diagonal to that box. Jump to the boxes on the right for a chest, and then jump back to the diagonally-stacked boxes. Jump to the boxes ahead of those, where you'll see a chest and a ladder. Climb up the ladder and shimmy across the ledge. Jump across from these boxes to the net on the other stack and then jump down to the exit you opened.