The moon tower

Lore
The Moon tower will be the first place you end up after going through the dream. In there you'll first met Per'kele. Sleeping in any bed should let you revisit this place.

Much like in the old entry of Fear and Hunger, you can Save your game and use the Hexen to spend soul gems and learn new skills. Lastly talking with Per'kele will remind you of how many participants are left alive.

The exact location of the tower is unknown as it seems to be within a dream.