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.
Ascend the Tower of the Damned: at the heart of the Maw lies Torghast, Tower of the Damned, a cursed otherworldly prison where the wickedest souls in the universe are locked away. Highly replayable and inspired by roguelike games, heroes are invited to explore its ever-changing halls and chambers and do battle with the minions of the Jailer, Torghast's vile ruler. Those who brave its trials can claim legendary treasures and help free the heroic spirits wrongfully trapped within.
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.