The Wailing Prison is a part of Coldharbour, a plane of Oblivion. Newly created characters have to escape from there following the advice of The Prophet as laid down in the quest Soul Shriven in Coldharbour.
It is possible to skip this tutorial quest and the character will receive the quest's completion reward rvrn if they do so.
This region has several areas separated by one-way loading screens.
The Wailing Prison
The Bleeding Forge
The Ashen Mines
The Towers of Eyes
The Prophet's Cell
The Anchor Mooring
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