This far-off part of the Desert is where the entrance to the Cave of Wonders lies. While at first, the huge lion's head may look intimidating, especially when it moves about and actually talks to you, it will allow your characters inside so long as they promise not to disturb anything that they know they shouldn't.
Outside of the Cave, you will find a variety of Heartless and possibly even Unversed. Be careful, as you never know what to expect when battling in this section of the Desert.
