Alexios is the playable male character option in Assassin's Creed Odyssey.
Odyssey lets players choose between Alexios and Kassandra at the beginning of the game. The selected character becomes the protagonist, while the other sibling takes an important role in the story. Both choices follow the same broad historical setting and allow the player to explore ancient Greece.
The game is set during the Peloponnesian War, beginning in 431 BCE. Alexios or Kassandra is a misthios, or mercenary, whose journey involves Sparta, Athens, the Cult of Kosmos, and the character's complicated family history. Deimos is the name used for the sibling who becomes associated with the Cult, depending on the player's choice.
Leonidas is a different figure: the Spartan king appears in the game's earlier historical sequence and is part of the family background. Odyssey was released in 2018 and is a role-playing-focused entry rather than a direct story about the Assassin Brotherhood.