Etrian Odyssey Untold: The Millennium Girl offers two distinct experiences: an expanded story mode that takes players on a journey to uncover the secrets of the origins of the Yggdrasil tree, while Classic Mode lets you relive the original adventure of the first Etrian Odyssey, complete with new mazes and challenges. Both versions feature the same gameplay features of updated 3D graphics and StreetPass functionality as Etrian Odyssey IV.

The story mode gives players a choice of five pre-made characters, each with their own personality and dialogue options, giving you the chance to explore Etria in ways you didn't get the chance to the first time around. The game is interspersed with animated cutscenes created by Madhouse Studio and features over 3,000 lines of dialogue and voice acting.

The mechanics of Etrian Odyssey also return, with first-person dungeon exploration and intense, turn-based combat in new mazes. EOU also introduces new difficulty modes that can be changed at any time: Picnic and Standard are designed for players new to RPGs or the Etrian Odyssey series, while Expert adds new challenges for adventurers and veterans.