While it's not available as a physical book yet, D&D's latest campaign setting book is now out on D&D Beyond, meaning we can take a look at it and unpack all the things it contains.
As a sort of follow-up to Guildmaster's Guide to Ravnica, Mythic Odysseys of Theros is the second crossover between Magic: The Gathering and Dungeons & Dragons, taking on of the planes visited in Magic and fleshing it out as a broader campaign setting for D&D.
Theros is a setting that is inspired by Greek Mythology. Greek myth is already more or less the solid-rock foundation of western fantasy fiction (not to ignore Norse myth, the Bible, Egyptian myth, or Arthurian legend, of course) and thus a great deal of its DNA is already hardwired into D&D.
Indeed, the very notion of exceptional warriors/hunters wandering the world and battling monsters is more or less how all Greek heroes work. The Monster Manual is filled with Greek monsters - Chimeras, Medusas (which... as a Greek myth fan this name has always frustrated me, because Medusa is a specific person who was turned into a Gorgon, which is the type of monster. I don't know where those weird bull things came from,) Satyrs, Centaurs, Hydras, Sphinxes, Gryphons, Hippogriffs, Harpies, and probably many others I'm forgetting are all derived from Greek myth.
So it's pretty easy to built out a Greek-myth-based D&D setting.
Theros, of course, was built initially to serve as a Magic setting, though, and from that we get a few concepts that might not have arisen if it had been made for D&D specifically.
Magic's five colors of mana give it a sort of natural sorting of its magic, peoples, and places. Every magic setting is going to have plains populated by people who believe in structure, authority, and cooperation, islands where people value knowledge and intellectual pursuits, mountains where people value passion, fury, and creativity, forests where people honor nature and physical ability, and swamps where power, ambition, and amoral practicality. Thankfully, the genius of Magic The Gathering is that these five colors are broad enough in theme and definition that it's not hard to put them in any fantasy setting. You could even retroactively go into a lot of existing fantasy settings and apply its concepts (though they might not always link up with the themed landscape features - the Dothraki in A Song of Ice and Fire are textbook Red, but live on plains, which are the white mana lands.)
Theros takes the broad aesthetics and themes of Greek myth but builds things up with new specific places. That being said, there are some very clear analogues. Meletis, a port city that values philosophy and learning, is clearly meant to represent Athens, while Akros, a city ruled by a king and where every citizen is expected to serve as a soldier is obviously meant to represent Sparta. But the gods of Theros are fairly different.
In a fun turn, while Ravnica is a setting that essentially doesn't have gods (though you could argue entities like Mat'Selesnya or Ilharg the Raze-Boar are kinda sorta gods) Theros is entirely wrapped up in its very prominent deities.
How prominent are the gods? Well, at night you can often see the gods literally walking across the sky, manifesting as massive, humanoid forms made up of stars. Devotion to the gods is the default for any person in the setting, including player characters, though some individuals, known as iconoclasts, reject them.
The gods are immortal, but their existence is also predicated on faith and belief. The reason for this is that Theros has three sort of demiplanes or layers. There is the mortal layer, which is your standard, mundane reality. Above that, however, is the starry expanse of Nyx. Nyx is a realm of dream-stuff, and it is actually the beliefs of mortals that gives the gods form - it was the rise of humanoid civilization that gave form to the newest gods, who reflect aspects of life in the humanoid experience.
Beneath the mortal realm, however, is the Underworld. This is where the dead go, and is divided, like the Greek underworld, into realms both good and bad, depending on the person's acts in life. Like in Greek myth, the more fame and great deeds you performed in life, the more glorious and wonderful your afterlife. Unremarkable and villainous people have dreary and dreadful afterlives.
The first thing that really makes Theros stand out as a D&D setting is that the Underworld is a fully-functional and real place where player characters who die still have things to do. There are actually new rules for how to handle a mortal soul that has crossed over into the underworld, and a party that doesn't have access to standard resurrection magic (or who can't use it because Erebos, the god of death himself, has claimed that soul) can literally just travel to the Underworld and bust their friend out. This is not to say such a feat is easy - the Underworld is terrifying - but the massive story potential this opens up is incredible (and remember, villains can also make the escape attempt.)
Still, you're probably going to focus things on the mortal realm for the most part.
There are a number of major city-states, called Poleis (singular is "Polis," like in "Metropolis.") These poleis give individuals an identity, and aren't strictly limited to the cities themselves - an Akroan could live in Meletis and still cling to that identity. Given that citizenship in these poleis requires both parents to be citizens as well, it does also create a large number of potential outcasts - which could be a good reason your character is an adventurer.
As mentioned before, Akros is the Sparta-like polis of warriors. Meletis is the Athens equivalent, with its philosophers and sailors. Setessa is clearly inspired by the legends of the Amazons, and is a city where the women rule and the men are sent to travel the world once they become adults (the book also makes note that Setessa recognizes transgender people, allowing its citizens to take on the roles of their gender identity, regardless of how they previously presented.)
These three poleis are primarily human, but naturally, there are other peoples in Theros. Oreskos is a large grassland primarily inhabited by the Leonin, a race of lion-people (who have distinct racial traits from the Tabaxi.) Originally used as enforcers by the Archons - rulers of a previous age - the Leonin are generally far less pious, with many iconoclasts among them.
To the north is the minotaur polis of Skophos - a city built inside a giant labyrinth. The minotaurs are known for their chaotic, marauding nature, and have long clashed with humans.
Then, there's Asphodel, the necropolis - a polis inhabited by "The Returned," who are all people who escaped the underworld. Many were forced to shed their identities as they crossed the River Tarthyx (Theros' equivalent of the River Styx... from Greek myth, rather than the one that connects the lower plains in D&D.) The Returned are generally not very friendly to the living, in a "let's just kill them all" kind of way.
The Siren Sea is inhabited by Tritons, who trade as marine merchants with the other poleis and help keep the sea's many dangerous krakens contained within their "sea locks."
The Skola Vale is a region populated by Satyrs, who are hard-partying hedonists, who travel to other communities to bring revels and chaos that happens to help nature reclaim the world a bit.
After the way the Underworld works, the next really exciting thing about Theros conceptually is that it sort of works on "myth time." In Greek myth, the "age of heroes" that saw figures like Heracles, Pericles, Theseus, and those sorts was thought to have happened "many years ago," with no specific dates. In Theros, that malleable, vague sense of time and distance is actually part of the world and the way the gods can shape it. While the walk from Meletis to Akros is said to take two days along the roads, the actual span of history and scope of the world is kind of impressionistic. Thus, much as the Odyssey takes years despite the relative short distance from Troy to Ithaca, a journey across Theros takes as long as the gods want it to.
The fuzziness of the setting's history also plays into the myths of its heroes. Rather than referring to specific individuals, the heroes known to the people of Theros are given generic titles like "The Warrior" or "The Hunter." Mythically, the deeds of these heroes are combined into these individuals, even if the feats they performed were the work of many different people. As such, a player character might come to embody "The Protector" for a time, playing the role of that great hero.
Destiny and Fate are key forces in Theros. While the gods are not bound by fate - after all, the fate of mortals is to one day journey to the Underworld, and gods are immortal - everything is controlled by the ineffable hand of destiny. As such, prophecies and omens play a huge role in the setting and culture.
This post is getting absurdly long, so I'll break it into two to touch on the mechanics introduced in the book.
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