The first four Pantheons are found on the very main level of Godhome with a fifth hidden in the upper reaches. The fourth pantheon is gated until the first three have been completed and the fifth is in an unreachable area until the fourth has been completed.
Sub-area: Land of Storms
The Land of Storms is a small, near-empty sub-area with a singular path that leads through post-apocalyptic ruins. The atmosphere is also accompanied by howling winds, thunder and distant lightning. Additionally, the path is littered with the masks of Godseekers. Once reaching the end, the Knight is greeted with an airy room with the corpses of 2 massive figures looming in the background, these are assumed to be the "Gods of Thunder" and "Gods of Rain". On the ground is an item and upon inspecting, will unlock the journal entry for the Weathered Mask.
The Hall of Gods is a massive room filled with the statues of previously encountered Bosses now under the name of "Gods". It is found at the very bottom level of Godhome. Each Boss can be re-fought here to an unlimited amount of times with three different difficulties: Attuned, Ascended, and Radiant. When a new statue of a Boss has just been unlocked the circle outside of the Hall of Gods and to the upper right of the door will glow.
Locked Lifeblood Room
Located on the bottom floor of the first area within the Godhome, to the left of the Hall of Gods doorway.
The notches represent the total number of unique Bindings earned/collected throughout the Pantheons. Completing any Pantheon with an active Binding will fill in the notches surrounding the locked door unless that Binding was already collected.
Reaching the first major notch will open the door and grant Lifeblood Masks when partaking in the Pantheons while reaching consecutive major notches will increase the number of Lifeblood Masks.
For more gameplay details and information see here.
When using the Dream Nail on the Godseeker in Junk Pit after completing the first three pantheons, there is a 2% chance that instead of being transported to Godhome, the Knight will find themselves in this memory. The area contains an open space that bears a resemblance to the Howling Cliffs. Moving west leads to the Godseeker who is partially hidden in the background. At the end of this area is a temporary tuning device which can be inspected, after which the Knight will be transported out of the memory and into Godhome. After entering it for the first time, this area cannot be entered again.
For a gallery of Pantheon rooms, see here.