Hexen offers the gamer three classes to choose from: the Mage, the Cleric, and the Fighter. Each character class has different abilites and weapons and so the game can be replayed with some variation. Hexen introduces what is called a Hub system. A Hub is a series of related maps to which the player must go, and sometimes return, to accomplish some task. You might return to the same area many times before you finally complete the series and this adds to the adventure of the game, and to its difficulty level. This Hub system was carried over to later games by Raven, such as Hexen II and Heretic II.

While Hexen is based on the Doom engine, and while the game has a Doomish look to it, it is very different from Doom. Hexen is a RPG-like game with elements of magic, sorcery, enchanted weapons and magical monsters.