DMC 5 brings back the blue orbs that you need to increase your maximum hp. Check out this Devil May Cry 5 blue orb location guide to find them all as you are going. The more you find, the easier it is to survive. Most of the Blue Orbs are scattered throughout different levels in Devil May Cry 5, and this guide will tell you where they are.
As well as finding the Blue Orbs hidden within each mission, you can also purchase different Orbs from the store in between missions. The supply is not unlimited but at the start of the game, you are able to purchase 6 Blue Orbs in exchange for Red ones.