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.
After being deposed as Warchief of the Horde in Battle for Azeroth, Sylvanas Windrunner travels to Icecrown Citadel in the Scourge-infested wastes of Northrend, and confronts the reigning Lich King, Bolvar Fordragon. Taking the Lich King's Helm of Domination from him, she tears it in two, shattering the veil between realities and opening a portal to the Shadowlands, Azeroth's afterlife. The Shadowlands have become warped in function during recent times. The Maw, a place in the afterlife reserved for the most sinful souls, is now absorbing all souls.
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.
The origins of the Shadowlands remain uncertain, but they have existed ever since mortal life first arose in the physical universe. They span all worlds, including Azeroth, on which Icecrown serves as an anchor to the Shadowlands. There are those who believe mortal souls are drawn into this dark place when they die, remaining there forever. Others hope their souls will go on to a brighter place rather than languish for eternity within the cold confines of the Shadowlands.