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.
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.
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 Shadowlands has long been referenced in World of Warcraft lore, but their origins and true nature remain a mystery. One thing is for certain; the Shadowlands are inextricably tied to death and decay. It stands opposed to the verdant spiritual realm of the Emerald Dream, which represents a vision of reality untarnished by corruption and mortal intervention.
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.
During the Burning Legion's third invasion, the Knights of the Ebon Blade traveled to the Shadowlands to acquire the Aggregates of Anguish, five tormented essences of powerful souls - Admiral Proudmoore, Soulbinder Nyami, Grand Empress Shek'zeer, Grand Apothecary Putress and Archmage Arugal. Salanaar required these to conjure the Steeds of the Damned for the order's new Horsemen.