Heroes' Health Bar indicates the boundaries between the full health and death. Each class has its own base HP, which increases after reaching higher levels and better equipment. The health of the heroes may be decreased through many different factors e.g. the negative status effects, traps or simply through the damage dealt by the enemy.
The only real difference between the heroes' HP is the one between 1 and 0. When the hero has at least 1 HP, his condition remains untouched. However, when he will reach the 0, he will be marked with the Death's Door State. This mode will decrease the hero's statistics, he will be dealing much less damage and every other damage dealt to him, may kill him forever. Along with that, the first DDS will result with a huge stress injection. In order to get rid of this status, the hero has to be healed (at least 1 HP). This will move the hero back to normal.