Cauldrons are technically machine wombs, unlike you've ever seen in the game’s world. When exploring cauldrons, your main objective is to reach its main core so that you can understand how to override new types of machines to make them your ally or rideable mounts. The way to a cauldron’s main core isn’t a straightforward path; you’re subject to fight machines in tight spaces, navigate by platforming, and fighting a boss machine in the end. They also increase in difficulty so make sure you’re at least two levels above the recommended level and have the best equipment you can get at that point before exploring a cauldron. (There are certain cauldrons, due to plot-related reason, won't follow the pattern stated above)
While Cauldrons are entirely optional, you'll have to clear some of them in order to complete some Hunting Grounds trials and unlock specific Trophies. Besides, completing cauldrons will give you a skill point and experience to power up Aloy.