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.
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.
The experience curve is adjusted to make it faster than ever to prepare for the newest challenges, and each level along the way will provide more meaningful increases in progress and power. All expansion zones are getting more flexible, too; they'll be able* to scale to you and your friends while you level to 50, so it's easy to try a zone you've never played.
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.
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.