So that means you unlocked at least the next map (it unlocks with character level, but no way you didn't hit high enough level first playthrough if you made it to the Reaper). Maps after the first start to have unique items that will change up your gameplay experience. There's an "unlocks" section that will show up soon if it hasn't shown up yet in your game.

You're also going to unlock new weapons and items based on characters you play and things you find. That will start to unlock evolutions for weapons (have you discovered any?) where a weapon turns into a better one.

The second map has an item that lets you have more understanding of powering up.

The third map unlocks something that gives you more focus as you play. By this map, the enemy difficulty starts to rise and continues with other maps.

The 4th map unlocks a new mechanic that is arguably "the real beginning"

At the 5th map, the (admittedly limited) storyline will start to form. And things get a little weird.

Through all that, more maps and characters will show up. And after the 5th map, some important mechanics will make you want to go back to other maps.

The directed content tends to fade away quickly, but you're left with a lot more unlockables and TONS of in-game options. Then, you either start to ramp out (either unlocking a lot of things or just being content with what you'd completed), or you start to try to unlock everything and find crazy new strategies and builds. Without spoiling much, there are builds where you just charge enemies bodily, builds where you just use one weapon and make it good enough to complete any map.

As others mentioned, you can kill the Reaper. It isn't easy. There's other reapers out there that are stronger or weaker than him.

And finally, the expansion packs have a more narrative(ish... it's not like you'll get a lot of narrative)-driven storyline.