Boons enhances Zagreus with powers from various gods.
The highest tier Legendary boons can only appear in a run if Zagreus obtained certain prerequisite boons, which makes them more elusive. All of they provide powerful combat abilities, such as giving extra cast ammo, providing a damage blocking shield, and even granting extra death defiances.

Correction

Um actually … Not all legendary boons are combat oriented.
Specifically, Huge Catch (one of Poseidon’s legendary boon) increases the frequency of fishing spots, which is also the scripted introduction of legendary boons to the player.