After completing the two episodes in the game, make sure you've combined all of the below elements together:
Sin + Greed = Envy
Sin + Food = Gluttony
Sin + Money = Greed
Sin + Religion = Heresy
Sin + Sex = Lust
Sin + Corpse = Murder
Sin + Sin = Pride
Sin + Work = Sloth
Sin + Money = Theft
Sin + Soul = Inferno
Sin + Weapon = Wrath