If one heads far enough in any one direction without goal, they will pass through wending mazes into more distant shores. A fair amount of such losts find themselves on a barren coastline overlooking endless seas. Most such individuals will eventually aim towards the wooden inn positioned on a slight ridge overlooking the ocean. Its amber glow is easy enough to see.
A decent amount are present in the inn at any one time. There are enough people who find themselves slipping through the cracks of the world that the whole affair isn't too unusual. Newcomers are oftentimes explained the basics that they don't already know. Individuals will likely be rubbing shoulders with one another for a good deal of time, so the kinds of hostilities that end in blood don't come up too often. All it takes is a brief talk with the inn keeper to secure a room, so most settle in fairly smoothly.
Many present believe that theirs is the lost and found of reality, though there are other limbos. Heroes who have won are a particularly common type in the Shores. The inn is thus invariably littered with enough relics, anachronistic detritus, and mystical knick-knacks to provide decent decoration and astound newcomers. A common hobby for these exalted is to sit by the windows with fellows they haven't yet grown bored off, staring off through the aetheric void and catching occasional glimpses of other worlds during chat.
Others in the inn carry on with the rudiments of life. Some take strolls along the beach, or otherwise explore the realm, occasionally encountering those who have forsaken the illuminated house. The wilderness beyond the beach is thick, and presumably leads somewhere. Some bring food, though no one ever seems to be hurt for lack of it. Age might affect some, though its always hard to tell with heroes and the ones who vanish. Wizards and wise men often speculate as to the nature of the land's relation to other planes, filling long hours with wine and words. Some say the wends reach into demiplanes, Earths, or any number of places to inscrutably snatch. Others argue that cosmic inertia brings stucks parts together. And at least a few patrons are sure that the vanishings of such savants are directed back towards the realities they speak of once they've had their fill of purgatory.
At some point, the inn cycles enough times for a fresh cast to be present. Of course, none who visit are ever at liberty to notice, and thus the oldest losts are eventually recognized. It's quite easy for them to become inn keepers. Some stay for quite a while, others for little, some in-between and others aren't properly lost at all. People live, fulfill their magic, take walks, spend evenings in discussion, explore the wilds, and exit.
The shores are distant. There are many like it and many unlike it.