Hyrule Warriors is a fast-paced hack and slash game set 100 years before the events of The Legend of Zelda: Breath of the Wild. Part of the fun is getting to play as not only Link, but Princess Zelda, Impa, and the four champions.
While a lot of the game is fun and intuitive, there are certain nuances that are easy to forget. Also, because it's so quick-moving, it can be easy to lose track of your health meter.
The player picks up health items along the way, usually after defeating a mini-boss, but in order to heal, something specific needs to be done.
To heal, hold down the L shoulder button. This will bring up a menu where you can use special items, like rods you've collected from defeated Wizzrobes.
From there, simply press B to use a health item and restore hearts. Remember to keep an eye on your level, and also look around the map whenever possible during battle to replenish your supply of healing items.