The Abyss is Typically a natural born phenomenon from enough hate, pain, and dread to leave a cadre of ghosts. What separates ghosts and The Abyss is the lack of identity, Typically being fragments of what was individual beings. Naturally, being made up of specific, pure and layered raw emotion creates a blob of resentment. Typically being incapable of diplomacy, conversation, or anything of note. Where it simply stews on ‘itself’.
Unfortunately, this means that any priest or exorcist can purge the fledgling formation without harm or difficulty. Or it would naturally dissolve after a few hundred millennia.
Fortunately, Fate does it’s thing and creates the most grotesque and or unique threat for a Setting that requires it. Then after Fate fucks off and if The local Abyss is still around, it can connect with The greater Abyss. Where the exchange of knowledge and experience brings The local Abyss up to speed(rarely the other way around).
But where?
Anywhere that the Author/Fate duo deem necessary, with the corresponding logic and logistics. As you need whatever magical infrastructure for literal resentment to take form.
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Otherwise the fledglings form wherever ‘civilization’ does. Be it between a little goblin village in the deep wilds, all the way to a multiverse spanning elven empire. No matter what, someone suffers and that’s all that’s necessary. Although the bare minimum requires beings that can exhibit emotion and push it into a form of faith.
Where most can be found in the direction of slave trades, sex trades, all military/religious/political conflicts, and anywhere that captives can be held. Where a promise of revenge, emotion fueled curses, or any other intense negative emotion is directed somewhere. (The details to fragment the spirit and shatter sentience will be left to your imagination)
All of which have meaning, purpose, and all that is rightfully just considering the circumstances that many have and are going through. All of which is rendered moot. As those saved still die with resentment (and may or may not be cultivated into fledglings). While those that died with resentment can never be at peace. And those kept alive against their will and nature must be saved.
Of course, there are certain Settings that skip entire era’s of conflict or magically solve mortal problems or simply lack conflict and expansion. Under Fate’s influence.
Either way The Abyss will find said Settings after Fate’s protection has dissipated.
Some things are best left unknown…