When you equip several items from the Guardian set, you activate a set bonus that converts your Health (HP) into Shield at the start of the run.
This is why your HP suddenly drops to 1, and why you are not able to heal during the game. Instead of restoring Health, you must regenerate your Shield (the blue bar) to stay protected.
In the video included, you can clearly see this effect in action: as soon as the run begins, the HP bar shrinks while the Shield bar grows, showing the conversion happening in real time.
If you prefer to keep your normal Health and be able to heal again, simply unequip the Guardian set items to disable the bonus effect.

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