Eventually you will arrive at a room with the Pandora's box in the middle. For now you won't be able to get it out of the Flame, so explore the area.
Use Helios' Head at the naked walls surrounding the room [RS]. This way you will unveil six paintings and summon the messenger of the gods once again.
Before you start the pursuit, approach the place through which the Chain goes. To the left from it there's a hidden room with three experience chests and one with a Gorgon Eye [!!!] (there are two more experience chests behind the blue crystal, however you won't be able to get to them until later on - you'll visit this place several more times).
Once you're done with that, start chasing after Hermes. On your way you'll pass by a save point. Before you jump down after him, walk to the end of the current road and take the stairs up. There are two experience chests on the round terrace.
Glide towards the Hermes and grab the wall. Follow it to the right and slide down at the end to begin a new platforming stage.