Covenants grant two additional gameplay abilities, one being class-specific. It alters your playstyle. Covenants grant unique armor styles and special capes that look a little more like accessories. Titan-like Kyrian capes look more like angel wings, for example. Each Covenant has a unique campaign similar to those found in Battle for Azeroth and Legion. During the Burning Legion's third invasion, the Knights of the Ebon Blade traveled to the Shadowlands to acquire the Aggregates of Anguish, five tormented essences of powerful souls - Admiral Proudmoore, Soulbinder Nyami, Grand Empress Shek'zeer, Grand Apothecary Putress and Archmage Arugal. Salanaar required these to conjure the Steeds of the Damned for the order's new Horsemen.
Adventurers entering the Shadowlands will find the realm of the dead in disarray. In the natural order of things, souls are sorted and sent on to an afterlife realm appropriate to the lives they lived, but starting around the time of the Burning Legion's third invasion of Azeroth, all souls who have perished—including the innocents slain at Teldrassil—are being funneled directly into the Maw. The Shadowlands are starving for anima even as the Maw continues to grow from the glut of fresh souls. Sylvanas Windrunner has been seemingly perpetrating acts to bring about great amounts of death and destruction. In partnership with the Jailer, they have been working toward a common end for some time.
Spirit healers decide when it's time for a mortal soul to pass into the Shadowlands. When a mortal dies and their soul crosses the veil between life and death, it is shepherded by the kyrian to Oribos so that they can be judged by the impassive Arbiter. All of the soul's contents—deeds, misdeeds, thoughts, accomplishments, and failures—are instantly laid bare before the Arbiter, who then judges in a mere instant and sends the soul off to one of the infinite realms of the Shadowlands, each of which is ruled over by a powerful Covenant. The Covenants are ancient and powerful orders who have existed since the Shadowlands were shaped long ago, and who bear sacred duties to help maintain the afterlife's ecosystem. Not every soul is filtered into the main four Covenants. Each soul brings with it a vital force known as anima, the product of all of the soul's experiences and actions in life. Anima is the lifeblood of the Shadowlands, making trees grow and rivers flow and is the source that's drawn upon to conduct the magic of death. Great souls—both good and evil—have a lot of anima, while those who have lived humbler lives have less. Four of the realms—Ardenweald, Bastion, Maldraxxus, and Revendreth—are especially vital to the functioning of the Shadowlands. However, there could be infinite afterlives, some small and tailored to a single person while others are vast and full of either splendor or torment. Between each realm is a cloudy space which was once rich with streams of anima connecting the different domains, but the current anima drought has caused the realms to become cut off from one another, breeding fear and mistrust among the inhabitants.