The "Steel Soul" mode is usually only unlocked on a second playthrough.
If you go to the "Extras" tab in the main menu of Hollow Knight: Silksong, and then enter the combination "up, down, up, down, left, right, left", the hardcore mode with permanent death "Steel Soul" will become available. No resurrections for Hornet.
Meanwhile, other players are complaining on Steam about the high difficulty of Silksong, forcing them to abandon the new metroidvania. Some even believe that the game needs to be completely reworked.