The Underdark is a series of underground caverns in a variety of places that is mostly inhabited by Drow, deep Gnomes and Duergar. Due to it being underground, there was very little light and water, and due to the dark creatures in the Underdark any 'surfacer' would have trouble surviving in the Underdark caverns.
In Shadows of Amn event, Gorion's Ward will have go to the Underdark either through a portal in Spellhold Basement or through a tunnel in the City of Caverns. While they are down there, they will have to impersonate drow for Adalon and retrieve her eggs from the Drow city of Ust Natha in order to return to the surface.
- Underdark article at the Forgotten Realms Wiki, a wiki for the medieval fantasy universe named the Forgotten Realms.