Solstheim is a location in Skyrim: Dragonborn
It is the main setting where the Dragonborn DLC takes place
It is located northeast of Windhelm
How to get to There
In Windhelm, talk to Gjalund Salt-Sage and convince him to take you there on board his ship, The Northern Maiden
Background
Solstheim is an island north east of Windhelm. Has a small dark elf town called Raven Rock and a handful of Nords living in Skaal Village. People don't usually sail over there unless they have a particular reason. It can be a pretty rough place.
History
Solstheim was part of Skyrim until the High King gave it to Morrowind in 4E 16 to serve as a refuge for the Dunmer after the events of the Red Year.