In "Thar Amphala" (1x101), Vox Machina chased a resurrected Delilah Briarwood into the Shadowfell, following their encounter with her in a ziggurat in Marquet. There they witnessed, from a distance, Vecna's rebirth atop the tower of Entropis.
According to Eskil Ryndarien, the Shadowfell is a plane of negative energy, and elements of it are used to funnel the transition of souls from life to death or back. It exists as a mirror plane, much like the Feywild. There are elements that resemble Exandria, but twisted, shifted."
When Vex'ahlia shot an Oracle Arrow into the siphon beneath Whitestone, she caught a glimpse of the Shadowfell on the other side:
As the arrow landed and clattered to the stonework—maybe twenty feet below the orb—, looking around, she saw a landscape of blackened, broken stone and ground. Distant mountainscapes of jagged crags, like teeth across the horizon. The sky itself was black and shadowed, like it was perpetually amidst a distant forest fire, and where you can see the grey in the sky, you can see roiling thunder clouds with flashes of lightning. And roughly a mile or so from what you could tell from where this was, you could see what appeared to be a large, obsidian tower of twisted, black stone that went up for what appeared to be a dozen or more stories.