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.
Shadowy Tormentors inhabit this dimension, and emerge from it to torment death knights such as Koltira Deathweaver. The Lich King originally kept them at bay, but after the Knights of the Ebon Blade left his service, the tormentors are now loose upon them. He even appears in the World of the Dead, as he calls it, riding a frost wyrm during  The Power to Destroy.
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.
Claim a covenant's power: players will be called upon to forge a bond with one of four covenants that rule Shadowlands' new zones, setting the tone for their journey through the expansion with a full covenant campaign. As they level up, they'll get new abilities based on their choice, including class-specific abilities for each Covenant—as well as developing soulbinds with specific covenant members, which grant them access to that character's specific traits and bonuses.
The Shadowlands are accessible upon death, where the player-character can roam, and can only be seen by other spirits. The Spirit of Tony Two-Tusk describes the Shadowlands as all grey and dark, swirling clouds. While Uuna was in the Shadowlands, she described it as dark and she was unable to see anything, though she could hear people interacting with her in the physical world. From within the Shadowlands, she could see the light of the naaru A'dal who was in the physical world, but it was so bright that it scared her. The moonlight at Lake Falathim allowed her to see a friend in the physical world.