Devil May Cry 5, similar to previous entries in the series, is mission-based. This means that you have set levels to explore, which are separate from one another, each of them housing their own little secrets. If following the main story, you can go from one mission to the next, without having to stop, but that’s not necessary. The Main Menu option in the game brings you to a screen with a myriad of options, like Mission Select. Here, you can replay any missions you’ve finished, but only on difficulties you’ve done. So, you can’t play the Main Mission 01 on Devil Hunter if you’ve only finished it on Human.
Within missions, you pretty much go from point A to point B, fighting any enemies along the way. There are Secret Missions found during missions, which are short little optional tasks that reward you with Blue Orb Fragments upon completing them. You will also find them during the missions themselves. Prior to beginning any mission, you have the option to purchase new skills from Nico using Red Orbs acquired during the missions themselves (Red Orbs are the currency).
Since there are three playable characters that function differently from one another, each characters’ skills are their own and don’t carry over to the others. The only thing that does carry over between characters are the Blue and Purple Orbs. Note that Nico has a limited number of these for sale, too. Most of the missions have a specific character attached to it, like Nero being used for the Prologue and first three missions, before the game has you using another character for the subsequent mission.