Lately I've seen cases of people getting locked out of their character while doing the Volendrung tutorial quest in Cyrodiil - and upon trying it myself, I discovered that replicating this bug is extremely easy. You just gotta walk into a pool of water near the first target dummy and voila, your character is in the shadow realm. Here's a small video demonstrating this:
https://youtu.be/vnNZqmFEwLs

To my knowledge, repairing your game through the Launcher can sometimes un-stuck the character, but in most cases users have to contact Support in order to get their toons back. This bug is undoubtedly souring new players' experience in Cyrodiil. Let's get some eyes on this issue and hopefully get it patched out