When the Phantom Thieves enter a different area, there's a rare chance it'll be a Deviation. When entering these areas, different circumstances will appear. For example, the area can be pitch-black, making the minimap inaccessible, or the area will only be roamed by strong Shadows. Some changes can be beneficial instead, such as having more Treasure Demons or Treasure chests appear.
The area's status as a Deviation can be reset by leaving it.