"Go to Eridium Blight" is an objective in the story mission Toil and Trouble.
Head to the nearest Fast Travel station and hop out there. Mordecai will bring you up to speed on the history of this place well enough. Welcome to the Eridium Blight, now it is time to get over to the Arid Nexus.
Mordecai: "Welcome to the Eridium Blight. Before Hyperion, this place was ... well, still a craphole, but it wasn't this bad."