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.
Sylvanas Windrunner, fallen leader of the Horde, has pierced the veil between Azeroth and the realm of the dead, setting in motion a series of events that threatens to upset the cosmic balance between life and death. World of Warcraft players entering the fabled Shadowlands will find the realms of the dead in upheaval. Under the normal order, departed souls were delivered to a realm appropriate to the lives they led, but now, all souls are being funneled into the Maw, where the most wicked are damned to suffer for eternity. As they seek to right the cycle and uncover the extent of Sylvanas' designs, players will forge bonds with the Covenants who hold domain over different planes within the Shadowlands.
In previous expansions, entities like the Loa of Death Bwonsamdi, ex-Forsaken Queen Sylvanas Windrunner, and corrupted titan watcher Helya all have spoken of the Shadowlands, and for some, the desire to conquer it. Sylvanas' character arc throughout Battle for Azeroth ends with her seeking to control death itself, indicating that she will play a pivotal role in Shadowlands.
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.