So what will happen after you clear plague hearts is actually important for later runs:
You will be assigned an end game quest based on your leader. You will then follow along with a chain of quests to the final challenge. Once you complete this questline your run will be over. So before you go to the final mission, be sure to load ALL of your survivors with gear, plague cure, bullets, etc. Load them up because the game completes as soon as you finish the final mission. The game will warn you when you reach the point of no return, so don’t panic that you missed your opportunity. Once finished, all of your survivors become legacy. You can then select 1 - 3 of them to participate in your next run. Also on your next run, you will be able to play the game with a Boon (up to 3 depending on difficulty). The boons you have available are based on what leaders you have finished the game with, Sheriff, Warrior, Trader, Builder.
Arguably the best initial boon is the builder boon, as it gives you both water and power on your next run, but all of the boons are valuable and useful, so don’t feel like you HAVE to finish a builder run first!
Legacy Boons from the wiki