I really wish a lot of concepts had been flushed out more in this new trilogy. Basically there is a cult worshiping the darkside in an inaccessible, uncharted area of the galaxy. An entire planet has been dedicated to the breeding of this cult to be wholly loyal, and they worship not just Darth Sidious the man, but a much greater, eternal liniage of Sith lords who constantly combine in the new Dark Lord.
We never get clear images of the cultists. They live on a world covered by supernatural lightning storms, in a giant, upside-down, topless, floating pyramid. In the caves beneath this pyramid is the remnant of ancient, like millenia old ritual chambers and such, including a huge audience chamber and the throne of the Sith. The loyalists chant and gibber, seeming semi human but not exactly, and never speaking a known language or being captioned. In fact they use and speak an ancient language of hideous runes that the republic made illegal to even translate.
I could go on but either you've seen the movie or probably aren't going to haha. I suggest rewatching it as a cosmic horror!
Here is an example of Kylo Ren locating the planet: https://youtu.be/ht7hsAFPQIw
Some of the Sith cult: https://youtu.be/mnR7p-joJ4Y
Also Exegol is 100% The Void from The Void (spoliers): https://youtu.be/kN8QP8TaviQsubmitted by /u/Purple-Tatters