For the quest called 'The next lesson' you have to find three Keeper's Insights. The first two Keeper's Insights in episode 2 are really easy and you can get both directly at the beginning.
The third Keeper Insight location is blocked by a kind of fog called 'Tartaros Veil' and you can only go through with a complete (5 pieces) Fallen Armor set from a quest and Fallen champions.
You obtain the gauntlets from a quest with Elpenor shortly after the start of episode 2. At the end of this quest you will earn as reward your first fallen armor set piece. For the remaining four pieces you must find and kill Fallen Champions on the map. I will show the four locations as map video in my video below (03:00). Go to a location, beat the champion, confirm Kill and you get the set piece.
After you obtain all pieces equip the full Fallen armor set and go back to the third location in Mourning Fields. Here you will fight against another champion (Achilles) before you can get the third and final Keepers Insight for episode 2.
I show you for all three Keeper's Insights the entire path from the entrance to the end.
00:06 - Birth Cave of Kronos (The Scorched Lands)
01:35 - Den of Judgment (Chasm of Torment)
02:34 - How to get Fallen Armor Set
03:57 - Hall of Maniai (Mourning Fields)