The first step is to unlock the shadow realm by completing the first phase of the archon quest.
Which also unlocks travelers new outfit and gun.
You will have to clear the shadow realm portion of the archon quest, before you can fully enter the shadow realm.
After finishing the shadow realm part, you can enter the shadow realm by entering the purple mist parts of Snezhnaya.
If you enter the shadow realm, it will only be cleared after defeating a specific amount of enemies. I recommend sliding close to the healing power ups and taking cover.
You can also practice freely with the shooting range inside the train.
Once, you have cleared a shadow realm portion, the purple mist will no longer be visible.
