If you're already at Vol'dun, head over to the northern part of the map, where there's a tiny island nearest to shore.
When you see a group of Jellyfish hanging out in the water, that's the place you have to take a deep dive in!
You will then see a strange looking horn, get closer to it. You don't have to worry about getting drown as you will automatically gain a buff to breath underwater when you enter this area (Heyman's Hideaway).
Once you've interacted with the horn, a gigantic dark figure will appear from beneath the sea. Is the myth of giant creature in the sea true? You'll about to find out.