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.
Explore the Realm of the Dead: for the first time ever in World of Warcraft, players will cross into the Shadowlands and experience the wonders and horrors of the afterlife across five new zones—the gleaming fields of Bastion, the scarred battlefields of Maldraxxus, the eternal twilight of Ardenweald, the opulent keeps of Revendreth, and the horrific Maw.
Sometimes, the spirits roam the Shadowlands without resting. It can be because their resting place wasn't complete, because of a battle in their resting place or because of the corruption of their resting place. To bring eternal peace to the souls, it is needed to destroy the source of corruption or by making a ceremony with items such as [Tuskarr Ritual Object]. A spirit in the Shadowlands can, with enough power over other souls, tear a hole into the living world once they are strong enough. This is how Jin'do returned to Azeroth.
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. A new army of the dead rises: to combat Sylvanas' assault on Icecrown, Bolvar Fordragon— the revered former paladin who took on the mantle of Lich King to keep the Scourge at bay—has raised heroes from among all the peoples of Azeroth to bolster the Death Knights of Acherus. With Shadowlands, pandaren and all allied races will now be able to become death knights.
The final destination of the spirits of the deceased remains a mystery to the priests and philosophers of Azeroth. However, as spells such as [Resurrection] can reunite a dead body with its spirit, and a majority of living creatures from the tauren to the troll shadow hunters claim they can communicate with and call upon the power of the spirits, a widely held belief is that the spirits of the dead remain on the Material Plane — in an immaterial state that can only be altered or contacted through the use of magic.
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.