In El-Harím, there lived a man, a man with yellow eyes.El-Harím was an unknown location somewhere in the Alagaësian world. It was a ruin at the time of the Rider War and was said to contain a danger so great that Murtagh and Thorn, equipped with their magic and the Name of Names, might not have been able to overcome it. It was the subject of a riddle that Nasuada used to repel mental attack.
To me, he said, "Beware the whispers, for they whisper lies.
Do not wrestle with the demons of the dark,
Or else upon your mind they'll place a mark;
Do not listen to the shadows of the deep,
Else they'll haunt you even when you sleep".— Nasuada
The location is likely to play a future role in book V, or beyond, as Christopher said "You'll have to wait to find out" when a Reddit user asked why it was so dangerous. This suggests that we will find out, which may be some off-hand reference to a magical anomaly such as the crystal of Eoam, or perhaps it could cause the clash of light and darkness Christopher has hinted at before.