Star Wars: The Rise of Skywalker saw Kylo Ren return to Darth Vader's planet Mustafar - but you probably missed it. The molten world of Mustafar was one of the most important locations in the prequel trilogy, site of a fateful battle between Anakin Skywalker and Obi-Wan Kenobi. But it's played a surprisingly prominent role in the Disney era.
Rogue One: A Star Wars Story revealed that Darth Vader had made Mustafar his home, building a tower there that amplified the power of a dark side nexus. Oculus VR's recent Vader Immortal game finally explained the planet's history, explaining why Darth Vader kept returning to Mustafar. It seems Mustafar used to be rich in life, but was cursed when the ruler Lady Carvax used the power of a gem called the Brightstar - possibly just a Kyber Crystal - in an attempt to resurrect the love of her life. That curse was broken by the end of Vader Immortal, and Mustafar is gradually cooling and returning to life.
The opening scenes of Star Wars: The Rise of Skywalker see Kylo Ren launch an attack on some sort of dark side cult in order to acquire a Sith Wayfinder. It's not obvious, but this fiery world is actually Mustafar; the planet's recovery from the taint of the dark side is evident given that the lava flows have receded a little, and trees have begun to grow. According to the Star Wars: The Rise of Skywalker Visual Dictionary, Mustafar now draws cultists who are devoted to the memory of Darth Vader, pilgrims who seek to tap into the powers that they believe fueled him. It seems that Kylo Ren attacked one particular group known as the Alazmec of Winsit, whose members are drawn to this fertile area that's named Corvax Fen after the ancient Force user who unwittingly cursed her world.
It's not difficult to guess why Kylo Ren thought the Alazmec of Winsit may possess clues to the Emperor's return. Although Darth Vader's tower has long since fallen into ruins, no doubt ravaged by Mustafar's relentless tectonic activity, he would be aware that cults like the Alazmec of Winsit would have raided it for artifacts. He was right to do so, because at Corvax Fen he successfully retrieves Darth Vader's Wayfinder, which guides him to the hidden Sith redoubt of Exegol.
Star Wars has often tended to revisit specific locations, but in this case it makes perfect sense for Kylo Ren to head back to Mustafar. This was Darth Vader's unlikely home, after all, where he meditated on the dark side. Where else would you go to unlock the secrets of the Sith that Vader had known?