In the movie, the gods require the prayers of mortals to fuel themselves. No such concept exists in the myths. Rather, the gods are petty and violent and screw with the lives of mortals with no consequence. God of War captures this aspect particularly well.
Hades is not a villain
In the movie, Hades is antagonistic to the other gods as well as humankind. He seeks to usurp Zeus, dresses in all black, and is pretty much Voldemort with a beard.
In the myths, Hades is the most fair, just, and politically neutral of all the gods. He never actively tries to kill people, as he is just a ruler of the dead, not its messenger. Death is personified as Thanatos. As for Hades’ appearance, the ancient Greeks believed gems and minerals come from Hades’ domain (the underground). So the god was often depicted as very wealthy. Also, in the myth of Perseus, Hades actually lets him borrow his helmet of invisibility.
Danae and Acrisius are daughter/father
In the movie, King Acrisius rebelled against the gods and tried to attack Olympus. So Zeus decided to be tricky and impregnate Queen Danae, resulting in the conception of Perseus. Zeus later struck down Acrisius with a lightning bolt and Hades turned him into a demon. Perseus cut off his hand and his blood spawned scorpions. Eventually, he is killed by Perseus.
In the myths, Danae was actually King Acrisius’ daughter, not his wife. Motivated by a prophecy that his grandson would one day cause his death, Acrisius locked his daughter in a tower so she could never conceive a child. But Zeus visited her as a shower of gold (ewww) and impregnated her. When Acrisius discovered this, he threw them into the sea. Both mother and child survive and Acrisius is never punished by Zeus. But he is eventually killed by Perseus in a random discus throwing accident, fulfilling the prophecy....