During your adventure, you can notice areas on the mini-map that are clearly different from the environment. On this page of the NiOh 2 guide, you will learn about these "spots" on the map.
In this game, the world of people interpenetrates with the Yokai Realm. When you encounter a characteristic "spot" on the mini-map, it means that you have come across the world of demons.
If this is a small area, as shown in the picture below, then entering it will spawn a Yokai that you need to defeat. These zones usually serve as a blockade from accessing further parts of the stage or important items.
For larger areas, you will be dealing with an entire Yokai group. To purify such a territory, you must destroy all opponents located there. However, be careful, because your Ki regenerates much slower here. However, you can lure out opponents outside of this area without consequences.