This is an Akari puzzle, also known as Light Up. The goal of an Akari is to place some number of lights in white squares such that every square is lit up either horizontally or vertically by a light, but no lights are lit by other lights. Numbers on black squares tell how many of the four adjacent squares contain lights.
This puzzle has no black squares completely surrounded by lights, so it relies on the interaction of multiple lights. The two near the center of the M cannot have a light below it, due to the zero. Therefore, it must be lit on the top and left. Since the L is lit up, the one in the middle of the M is satisfied, and neither the B or E squares have lights.
The only remaining way to light the adjacent A space is with a light on the S directly below it (thanks to the D being adjacent to a zero), and likewise the only way to light the B to the left of the one is with the A two spaces below it. This completely lights up the center of the large M. This only leaves one possible location for the one on the left of the big M to be lit up, which in turn requires the top-left two to have lights on the S and E. In order for the first A in the top row to be lit up, there must be a light on the top-left R. This yields the following:
The next step is the most complicated realization in this puzzle. In the lower-right corner, either the A or R space must contain a light to fulfill the one. This means that the three in the bottom center cannot have a light in both the E and S, since one of them will be lit by the light by the one. Therefore, both the T and H spaces must have a light. Similarly, the 2 in the middle right must have a light on the T, since only one of the I and D can contain a light:
Since either the three or one will have a light in the bottom row, there cannot be a light on the M in the lower-left corner. Thus, the only way to light up the O just below the zero in the left center is with a light on the G below it. In the top-right corner, the only way to light the A under the zero is with a light on the D below it. This leaves only one spot for the one at the top of the big M. The only remaining square in the top row that can contain a light is the H:
The only way to light the A to the right of the zero is with a light on the U below it. This forces the second light on the two to be on the D, which forces light locations next to the one and three as well, giving this completed grid:
The letters with lights spell out RHEA’S ELDEST DAUGHTER. In Greek mythology, the first-born of Cronus and Rhea is HESTIA.