(1) When the First drops you into the Fade, he unexpectedly follows along with you. The First leaves you to fight off a group of childer grubs and genlocks. Dispatch them, get your bearings, and start your journey across the Fade.
You can interact with a boat next to your starting point, which begins a dialogue about the Fade in your party, but be careful—it might reflect negatively on your companion approval rating.
(2) Work your way south and battle through the various shades and demons whose paths you cross. Don't advance too quickly or you can draw two enemy groups toward you at once. Go slowly, deal with an enemy group, and move on.
If you plan to finish off the side quests, slay the desire demons to shut down the Veil tears for "Tears in the Veil" and try your hand at the puzzle for "The Stone Circle" in the map's northwest corner.
(3) Continue around the outside of the manor house along the docks. You encounter a group of shades at the first corner. After you slay the shades, tread carefully over the "corpses" on the waterfront.
These corpses animate when you turn the next corner, and you'll have skeleton archers behind you and devouring skeletons and mangled shambling skeletons animating around you. Stuns and defensive abilities that repel enemies, such as War Cry/Superiority and Repulsion Field, come in handy.
(4)Finish off any skeletons and follow the Lonely Soul into the Shadowy Crypt entrance to your left. You can't reach the rest of the Baroness's Manor without first traveling through the Shadowy Crypt.