In the opening cinematic, Sylvanas shatters the Helm of Dominion, breaching the veil between the material realm and the Shadowlands, an ancient dimension where the dead coalesces for judgment. Sylvanas' actions have upset the natural balance between life and death, and it's on players to enter the Shadowlands itself and repair the cycle before it is too late.
The four zones that comprise the Shadowlands are ruled by "Covenants", similar to the Class Orders introduced in Legion. Each Covenant will have its own campaign, similar to the War Campaign in Battle for Azeroth, with gear specific to the faction and abilities both universal and determined by class. The four covenants are the Kyrian of Bastion, the Night Fae of Ardenweald, the Venthyr of Revendreth, and the Necrolords of Maldraxxus. Players experiencing the Shadowlands content for the first time will need to reach level 60 before they can choose to pledge themselves to a Covenant, while alts are able to do so at the start of the Shadowlands content.
In classic World of Warcraft expansion "Wrath of the Lich King," Alliance soldier Bolvar Fordragon replaced Arthas Menethil as the avatar of the Lich King, ruler of the undead Scourge on Azeroth. Pledging to keep the ravenous dead at bay, Bolvar was sealed into the Frozen Throne, entombed in the haunted armor of the Lich King. It looks as though Bolvar is set to play a central role in the next WoW expansion, tentatively dubbed "Shadowlands."
The Shadowlands can be seen as a shadowy version of the physical world, and can be routinely visited as a spirit when player characters die. Governed by the Covenants, the four ruling realms of the Shadowlands are Bastion, Ardenweald, Revendreth and Maldraxxus (although countless others exist), which serve as the main setting of World of Warcraft's eighth expansion.