Take the northern path from warmaster's shack, continuing under a stone bridge and up toward the massive circular structure on the plateau. Since update 1.08 the doors are unlocked making this spot perfect for multiplayer combat. You'll find two battle modes inside: united combat for intense 3v3 team matches with respawn mechanics, and combat ordeal if you prefer chaotic free-for-all fights.

Watch for tree-ambushing wolves on your way up, but otherwise, the path is fairly straightforward. No need to worry about any major threats near the colosseum itself, though it's worth checking your level matches typical pvp ranges before diving into matches. The scoring system in united combat rewards coordinated team play, so maybe consider bringing friends along for better results.