The four empty slots on the right side of the HUD inventory are for the secret "Runes of Creation". These four runes relate to each of the ethereal elements - fire, darkness, light and electricity.
Initially, these four slots appear empty: It is your job to find each one of them. So after grabbing a Gateworm, go anywhere in the map outside the Apothicon's stomach, until you will hear a sonar beep. This beeping intensifies the closer you are to a Rune. When at maximum intensity press square to place the Gateworm and dig up the Rune from the ground.
You will now have a Rune in your inventory. Now go to the Kino projector room (upstairs), where you will find a blue glowing symbol on the floor, and go stand inside this symbol.
After this, repeat previous steps: Find an Egg, hatch it into a Gateworm, find a Rune and stand on the blue symbol. Once you've found the last Rune, it is recommended to read the next step before stepping in the blue symbol, as this will teleport you to the bossfight arena.