The basic overall structure for Sly Cooper and the Thievius Raccoonus sets the tone for the rest of the series. Each episode of the game is split into a hub world, which Sly can roam around and then access each of the individual levels. There's not much to do in these hub worlds, besides find a stray extra life.
Each hub is split off into two areas, which require you to finish the stages in the first area to earn enough keys to unlock the second. Once you finish all of the stages, you will be able to fight the boss. There are two kinds of levels, one which are mini-games. The other stages are normal ones, each of which will have Clue Bottles to collect, which will grant you access to the safe that unlocks a new move for Sly.
Speaking of extra lives, Thievius Raccoonus adopts a different health system than in the other games. Under normal circumstances, Sly will die if he gets hit even once. However, collect enough coins (100 to be exact) and you will gain a horseshoe that grants you an extra hit. The first time, the horseshoe will be blue, and it will be gold the second time. Any time you collect 100 coins after that will give you an extra life.
