If you've only gone as far as the first two areas of the Underworld (ferryman/Cerberus and the judges), this is a simple thing. But if you've gone all the way into Tartarus, you'll need to solve the hands puzzle to unlock the door back.
After you've been all the way to the River of Fire, when you return to the surface world, you'll find Thanos waiting for you in a bad mood. That guy seriously needs medication.
Buy me a coffee