The entrance to the Eerie Cave can appear randomly in any open-air zone (i.e. a zone where there's a visible day-night cycle) that can have events and is not a town, as long as the player is level 10 or higher.
The Eerie Cave contains the wreckage of what looks like a technologically advanced lifepod (labelled "strange metallic capsule"), with the remains of a space dwarf inside it. The capsule can be interacted with to examine it and obtain the Bizzare Contraption. There are no hostile enemies in this zone, but there are 3-6 gems on the ground.