You start by going through a standard blue portal to this new map. There's a local jump portal, and then you have to follow the luminous circle, and stay inside it. It leads to substantial danger. Outside the circle you will take non-stop damage, multiple times per second.
Saving and returning resets the arena. There is no way to restart this map partway through--this means both that every single time you begin at the beginning and have to re-fight all the same little battles, and that a well-timed exit could save a character from death.
First Play Through
On your first trip through the game, if your health regen is high enough, and you can cast the occasional healing spell, you can ignore the circle of safety, and keep away from the opponents, so as to not take them all on at the same time. It helps to run the Salt Barrens entire map two or three times so as to be several levels above the spawning opponents.
Second Play Through
At higher levels (second game run-through, above level 50), you will really need your armor pumped up, because you won't be able to have a high enough health regen (120 is achievable, and is nowhere near enough). So you have to stay in the circle.
That means you are in another cage-fighting episode. You will want to be able to summon plenty of helpers (skels and archers and whatever else), swill potions like they are going out of style, shoot like mad, and run in circles a lot. Each time the illuminated circle stops there is a crowd to fight, with at least one "boss" character. There is a good chance you will get swarmed and killed. The circle will stop several times like this. You do not really get a chance to pause. If you armor up pretty far, have good regen, cast spells, swill potions, summon like mad, you won't have to spend too much time in the circle.
At the end of the first section of the Arena, when the circle pauses by an orange teleport pad and a giant chest, a secret lever will appear if you wait for several seconds by the pad. The lever activates additional platforms that will take you to a secret room to the north with two giant chests and a "mysterious statue" that will drop an Eye of Gallo.
The circle of light may come to a halt and never move on. It is very likely that a monster you must kill has been left behind (common monsters can be responsible for this bug, not just champions). If you can afford to, go back and lure any remaining beasts towards the light, chugging potions.
Further explanation for this bug: If you use a mod with a new class like the necromancer who can summon a great deal of undead, i noticed that the light did not move if i had summoned any skeletons. The light stopped at the first boss and stayed there.
Solution: I restarted the luminous area with no summons at all and the light moved on after i killed the first boss. Then i summoned all my undead except the skeletons (I had a lich, an undead dragon, the zombie horde, the hanged laughing woman, the victory skeleton and a fiend if i remember correctly). I think the problem is the skeletons because the same mobs are present in the room and the code for moving the light is probably confused by your 'friendly' skeletons. The bad thing is that i did not find a way to unsummon my undead, so i had to kill myself and restart.