good idea but some things seem off
Positives: The art was and animation was great (especially the blur effects etc.), the music worked well, and the voice acting was rather good.
Things to work on : From my perspective Hades didn't look like he was the kind of guy to rule the underworld (although he sounded like he was), the setting looked more like Hell than the Underworld (I think having it actually look like the Underworld would be so awesome), the dialogue was stilted and trite in parts, I expected Hades to have more magic-like powers instead of just swords, we don't really get Icarus's motivation to kill Hades except for power (although I haven't seen the first series). Oh, although I know this is a very stylized version of Greek myth they didn't have any concept of "soul" back then.
You don't need to go crazy research or anything, but it didn't quite have the feel of a the Greek mythology yet. This idea is really awesome though, as long as he doesn't get too powerful that battles become easy. I can definitely see some megaman influence. Looking forward to seeing more.