Lost Sectors are mini-dungeons in Destiny 2 that can typically be completed by a single player. Each Lost Sector is marked on the map by a white ranbow-styled icon. The location is usually hidden and requires some effort to search around the area to locate the entrance.
Each Lost Sector will present the player with a series of enemies to fight against with a final boss who needs to be killed to unlock the final reward chest.
Each day there is a new Legendary lost sector that will randomly appear on one planet. This lost sector is increasingly difficult and offers some high tier rewards for the player.