The Pyre is your main health pool, it is at the top of the Train above the three floors of the Train.
The Pyre starts with 80 at the start of the game, increasing by 30 every time you defeat a Major Boss up to a maximum of 140. There are also Artifacts that can affect the health of the Pyre, such as Precious Plating which increases the Pyre Health by 40. The Starting Pyre Health is further modified by the Covenant Rank.
The Pyre, while unable to be defended directly, is capable of warding off Enemies. The Pyre has a base attack of 20 and will retaliate against all enemies in the Pyre Room. Attacks from the Pyre act as if the Pyre had Sweep, attacking all enemies in the room. After you defeat a Boss the Pyre gains 10. There are also Artifacts that can affect the attack value of the Pyre such as Vapor Funnel which decreases the attack of the Pyre by 5 in exchange for applying Dazed to enemies that enter the Pyre Room.