The void is only accessible through a Thinny. The Void is also the source of Aether that William and Mara had gathered to create the troubles in Haven. The Void is the home to Croatoan. The void is harmful to anyone who is not from the other world.
In Haven: In The Beginning, after Mara brings the Troubles to Haven, Agent Howard casts William into the Void. In The Lighthouse, both William and Dave describe terrible, chaotic place from which many seek to escape. Those that have gotten out never want to return. William is eventually pushed back into this place by Audrey.
In Close to Home, Nathan enters the Void in order to find the controller of the old barn in order to create a new barn.