These visions are not necessary, but they help explain this quest and its name, "Court of the Penitents".
Dorvahl will be at #18 on the map of Oldsong map. He is always willing to sail you across to the Burial Isle, even if you have not yet completed quests for any of the Gods.
Dorvahl will bring you to #1 on the map of Burial Isle map.
At #2 is where you'll have another vision of Iovarra, which details how in a past life you lured her into Thaos' trap.
The top of the stairs at #20 marks the entrance of the space known as the Court of the Penitents, which is what this quest is named after.
Going past the top of the stairs will prompt a vision of Thaos torturing Iovarra, who stubbornly refuses to provide any confessions to Thaos' satisfaction.
Your destination is the pit at #21, and you'll need to safely reach its bottom to make progress. *Note* If you do make it to the bottom of the pit, you cannot come back up. You are committing yourself to playing to the end of the game, and there's no turning back. Therefore, if there's any preparations you want to make beforehand, or if there's anything you've left unfinished but do want to attend to, make sure it's all done before committing yourself to a jump down the pit.
A prerequisite to landing safely at the bottom is have obtain the favor of one of the Gods in the course of the Council of Stars quest. If you do not have that favor, attempting the jump will result in the automatic death of your entire party and the end of your game.
Even if you do have that favor, getting to the bottom without sustaining any injures requires making certain choices during a scripted interaction.
First, you will be in danger of hitting one of the walls on your way down. Avoiding injury requires either grabbing hold of one of your companions, making an Athletics check of 7, or making a Resolve check of 16.
Next, one of your companions will be in danger of falling faster than he or she should. Saving your companion and avoiding injury requires either an Athletics check of 5 or a Resolve check of 18.
Safely reaching the bottom marks the end of the quest. It will also trigger the Memories of the Ancients quest.
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"*JUSTICE uses Mercykillers as her EYES. JUSTICE uses Mercykillers to dispense her WILL. When SENTENCE is passed, she LENDS us her STRENGTH.*" -Vhailor, Planescape: Torment