O~h that would make sense given how easy it is to fail and/or die on a mission without them, so I'll give that a shot first.
in case you (or others who see this) are having trouble figuring out the blessings, if you click on the info button it gives a brief description of how to unlock them. But to save you a bit of time I’ll say it here, your first run will be without any blessings, to get the points needed to unlock blessings for use you need to complete challenges (located in the codex section) which denote with a symbol (the amount of symbols next to the challenge shows how many points you’ll get for completing it) how many points said challenge is worth. Each blessing requires you to do specific things during your runs to become available for example unlocking the ability to level up your mind powers from the librarian guy will unlock the blessing that used to be the acolyte class. Added bit of info the 0/5 blessings thing denotes the number of blessings equipped as you can have multiple blessings active with each one taking up a different amount of your blessing cap. Hope this helps you or anyone for that matter who are a bit confused about this.