The Depths are devoid of light, as they're far down from the Surface where the sun's light cannot reach. Despite this, Link can use his own sources of light to see, such as Brightbloom Seeds, lit torches, or Zonai Light devices. Throughout the Depths are numerous objects known as Lightroots that Link can activate to bring full light to the area.
The topography of the Depths is the exact opposite of the Surface; points of high elevation above, such as the Gerudo Highlands, correspond to ones of low elevation down below and vice versa. This also has the effect of making the locations of lakes and rivers become impassible spires of stone that stretch from floor to ceiling.
Gloom covers much of the Depths, showing on the map as purple splotches sprawling across the terrain. If Link comes into contact with any of it for an extended period of time, he'll begin to lose hearts. Due to the darkness, he will also not recover these automatically unless he stands under an activated Lightroot. The enemies of the depths are also covered in gloom and will deal gloom damage upon striking Link with any attack, with the exception of elemental-based attacks which do both gloom damage and regular damage.
Thousands of small armories with Zonai devices are littered across the area, giving Link material to help traverse the difficult terrain. The type of devices offered at these outposts vary depending on the region they're located in. For example, one in the Eldin region may offer Big Wheels to make wheeled, all-terrain vehicles, while one in the Gerudo Province may offer Balloons for easily reaching high places. Regardless of region, though, all outposts offer 2-4 Fans and 1-2 Wings.
There are also six coliseums in the farther stretches of the map. Upon entering one, Link is trapped inside and forced to fight multiple waves of enemies. Each coliseum only features one type of enemy, which range from common enemies like Bokoblins to minibosses like Lynels. Once all waves are defeated, the doors unlock and Link is rewarded with a chest.
Akin to these are several platforms around the Depths that house bosses that Link can choose to challenge for a reward. These are completely optional and are open on all sides, allowing Link to flee the fight if he chooses. Some of these platforms have Flux Constructs of varying levels, while others have dungeon bosses that Link has previously fought. The only dungeon boss that does not appear on these is the Seized Construct from the Spirit Temple, as it already takes place in the Depths.
The Yiga Clan also inhabit the Depths after their leader, Master Kohga, fell into them after being defeated by Link during their battle in Breath of the Wild. They have multiple outposts set up around the landscape, mostly near mines or Lightroots. Upon defeating the Footsoldier marked with the glowing Yiga emblem, a door to a hut becomes unlocked. Inside this hut are two chests that contain a Large Crystalized Charge and a Yiga Schematic, the latter giving Link a new creation that he can make using Autobuild.
Bargainer Statues also inhabit the Depths and will provide Link the ability to exchange Poes for common items. Bargainer Statues will also allow Link to purchase previously acquired special armor and weapons found in the Depths. Upon visiting a Bargainer Statue for the first time Link will be presented with the ability to purchase a unique piece from the Dark Set or the Hero of the Depths set.
Link activates a Lightroot
Link fights the Queen Gibdo dungeon boss on a boss platform
Link fights Bokoblins in Lone Island Coliseum