A new event has happened to the Moon in the most recent Destiny 2 update. The Altar of Sorrows is pretty much the lunar version of the Escalation Protocol. To access it, you will need to visit Eris Morn and complete the storyline of Shadowkeep. She will have a mission waiting for you and then you can go to Sorrow's Harbor to complete it.
Destiny 2 - Altar of Sorrows Guide
The starting point for the Altar of Sorrows is on your director's map. You should be able to see giant green energy spheres on all the altars in the area. The event comes down to the destruction of all the nightmares that come out of the spheres. You will progress through each level to reach a higher level, and each level increases the number of nightmares you have to kill.
Towards the end, wizards will begin to spawn under the protection of shields. You will have to kill the knights armed with the sword to get a weapon capable of breaking protection. You also have to kill the nightmares fairly quickly, as you have to prevent them from making one sphere move to another. It sounds a bit more complicated than it is, but it basically boils down to killing everything.
For the mission you need to complete all you need to do is kill 20 Nightmares and reach Rank 3. But the event itself will go to Rank 5 and end with a final fight against a boss on the central altar, near the Shadowkeep. I guess they'll be rotating bosses, and this week it's about The Nightmare of Phogoth.
The usual Nightmare boss fight rules apply. Occasionally, he will become invulnerable and spawn in other nightmares. You'll have to kill them before they reach the spheres so you can damage Phogoth again. If you can take it out, you will get some sweet loot. You should know that this event drops new event-specific loot.
When you're done, return to Eris and surrender your mission. Now you will have access to the new Pit of Heresy dungeon! Dungeons are big strikes or small raids, depending on your point. You need three players to be successful, much like the Shattered Throne. The Pit of Heresy will appear on your map in Director, so head back to Sorrow's Harbor to access it.