These items are acquired through story progression for a variety of reasons, whether an NPC gives you one or you get it from defeating a boss. To upgrade Kratos’ axe, you’ll need a Frozen Flame.
God of War also puts an emphasis on upgrading and customizing this new weapon, giving players some degree of control over how they want it to function. He’s also now got a shiny new weapon in the form of the Leviathan Axe, a powerful long axe that he can throw and have return to him. Kratos himself has changed quite a bit as well as he’s older and wiser, not to mention the fact that he has a son named Atreus. God of War functions as both a sequel and a reboot of the series, moving Kratos from the Greek pantheon of gods to the frigid wastes of Norse mythology.