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The hero in my story succeeds in destroying the villain, but not without paying a hefty prize. Not only will he die, he will stop existing and can't be brought back, at all. It's like he never existed to begin with. Nobody will remember him.
Ghosts exist in this world, but the afterlife is kept vague on purpose. Nobody really knows what comes after "crossing over", and the ghosts are really just part of a curse, not "natural" or proof that there is something after death.
The point is, dying in itself is already bad enough, as you don't really know what comes afterwards, despite the existence of ghosts. However, the hero has a fate even worse than that, having his entire existence completely erased.
I fear this might be too much of a gut punch for readers/players, as I already put him through a lot... A LOT... of horrible stuff before that, and I get the feeling most people would want me to cut the hero a break at this point.
The main point is to highlight how truly selfless the hero is, as he knows full well about the consequences, and how nobody will be able to remember his heroics, and still decides to do it. It's the only way to stop the increasingly more powerful villain. He was still selfless before that, but this is more of an extreme level up to his selflessness.
I kinda want to do this, but I also kinda don't want to. I'm very undecided and I'm leaning towards giving him a less harsh fate and have him just die, so at least there is a chance he has peace in the afterlife. How should I go about this possible plot thread that ends my story?
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This could be very effective. You'll need to build towards it, however --prepare the readership in some way to accept it. There are several approaches you could take.
Maybe the hero has always been obsessed with glory, and that has held him back in some way. In that case, overcoming that need for recognition could be a personal triumph.
Conversely, the hero could have always preached that what you do is more important than who knows it. So this ending could be completely in line with the values he has always espoused.
It's a bit meta, but you could build in a narrative of the reader as the hero's witness, the one person who will know and remember what the hero did.
This ending could be suggested and foreshadowed earlier in the book --maybe with a suggestion that someone else might have done something similar. Of course, no one could actually know, but maybe there's a sense that at some crisis in past history, everything turned out far better than it could have by chance, and that made a huge difference in the world.
It's worth noting that this is essentially the ending of the movie listed below (in spoiler tags). You may or may not want to go the same route, but it might be valuable to see how they handled this same dilemma.
Looper
If you truly doubt your course, you could try a type of law of conservation of energy where nothing is truly lost, but converted or combined to create something new. Your hero would be unaware of the logical impossibility of true annihilation.
My first instinct is that if you believe that your hero must do more than die and his virtue would be the greater for destroying the villain knowing that he must suffer a like fate or worse, do it. If it suits the personality of the hero and serves the plot, let him. Perhaps his utter destruction will seal the villain’s doom.
If the reason is good enough, it becomes a matter of your hero not being able to do less. If his removal from existence also removes the evil done by the villian and forever protects those the hero loves, he could do so with joy at the thought of the lives saved.
In one novel I was writing I had a mage who was stripped of all of his power, which killed him. I later realized that I had created an impossible situation in that paradigm and had to rewrite it so he was only severely weakened and had survived. Annihilation must be possible in your paradigm for it to work or the reader might feel blindsided.
Consider the effect on the book as a whole if the character is annihated. If it works, it could be fascinating.
An observer character could even witness some traces of the rewriting of history if a character were writing about his deeds or chronicling the villain and literally watch as his writing fades from the parchment as the existence of both characters fades from memory.
A hero's selflessness is defined by what they are willing to sacrifice, not what they actually sacrifice.
If the hero goes into the final encounter fully intending to cease their existence for the sake of the world, then the ending can be satisfying even if they don't actually cease to exist.
Doing so can be tricky, however. You don't want your hero to be rescued by chance, as that will feel like a Deus ex Machina. The benevolent hand of a higher power arbitrarily saving them is problematic for similar reasons.
There's a fairly common trope where the hero has sacrificed themself and is 'heading towards the light' when they are stopped by their dead loved ones and sent back, whereupon they awaken in their body which has just undergone emergency healing. I don't really like this trope, to me it still feels like a Deus ex Machina, but it's not unheard of.
Another common variation is for the hero to be prepared for the final sacrifice when another more minor character pushes them aside and takes the sacrifice for them. I don't think that this will work for you, since the quality of the hero that you're trying to emphasize is their selflessness, and if a secondary character took the sacrifice for themself it would make them more selfless than the hero.
However, while another character can't replace the hero, they can alleviate the sacrifice. The hero is prepared to erase themself from existence, and at the last moment a minor character steps in with a Soul Repeater that will let the hero be reborn, or a Memory Crystal that will record their heroism, or something. If you go this route then this intervention will need to be foreshadowed of course. Ideally the intervention will be made possible by some selfless act that the hero took earlier, which is now being repaid.
An imperfect example of what I mean would be the end of Lord of the Rings. There are a couple of ways in which the Ring could have been destroyed once Frodo put it on, but the likelihood of Frodo surviving them would have been slim. But because of his kindness in sparing Gollum, the ring is destroyed at only the cost of a finger. (This isn't a perfect example, because the most likely scenario without Gollum's presence is that the Ring isn't destroyed, and Sauron wins. But it should illustrate what I mean, I hope).
By having the hero's reprieve be made possible by an earlier act of selflessness it allows you to save the hero without undermining your themes. (In fact you might even strengthen them). That said, you still have your work cut out for you. The rescue must be a surprise, because the hero needs to plan to make the full sacrifice. But it needs to be foreshadowed and logically supported by your worldbuilding to avoid feeling like a Deus ex Machina. Finding the perfect balance between these will be difficult, but should hopefully provide a satisfying conclusion for your readers.
Give the hero one witness.
If there are ghosts, etc, this can be "magiced" in somehow.
To me, that adds to the poignancy of the arc. Go through with the idea, but leave one person, ideally a love interest or close friend, or someone who they had a tight bond with, be able to remember them for some reason.
That could be your last scene, this lone witness, in a completely rewritten world, remembering the protagonist that everyone else forgot, but who they owe everything to.
If I understand you correctly, on the one hand you want your hero to willingly go through with a selfless sacrifice, wiping himself out of time so he never existed in the first place (or something similar). You feel the plot demands a sacrifice greater than just death.
On the other hand, you feel that the hero wiping himself out is too much of a downer ending - there is no catharsis, no closure that feels right.
My instinct is to combine the two. This seems to me the right place for eucatastrophe, for whatever form of divine grace makes sense in your story. First, your character goes through with the sacrifice as planned. Then, maybe your he is reborn. Or maybe he becomes a god. Or something else, similarly transformative. Whatever would not break the rules of your world.
This solution might require that you go back and plant the seed of the possibility in the early chapters of the story. Go back and plant that seed. Don't make it too visible - if the readers can figure out in advance that the hero isn't going to be wiped out "for real", the choice would lose its impact. But in retrospect, the eucatastrophe has to make sense.
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