Upon clearing a mission for the first time, three new options will appear when you replay a mission. These options will change various gameplay parameters.

Unlockable	How to Unlock
Intuition - No HUD (HP Bars, Steam Gauge)	Clear a mission for the first time.
Merciless - Enemies are much stronger	Clear a mission for the first time.
No Return - Backtracking does not replenish steam	Clear a mission for the first time.