The Arena Eternal, often referred to simply as The Arena, is a vast extradimensional facility controlled by powerful unseen entities known as the Arena Gods, or Vadrigar. The Arena is used by the Vadrigar as a battleground for the Arena Warriors, abducted creatures from all around the Universe hand picked for their combat skills. This is seen by the Arena Gods as some type of entertainment.
The Arena is an extremely vast extradimensional realm that seems to intersect interchangably with Strogg defence platforms (as the maps 'Longest Yard' and 'The Very End of You' are seen in Quake 4), Hell (Hell's Gate, Demon Keep) and possibly other extradimensional realms. Assumably, these are not the literal locations, as there don't seem to be any native inhabitants inhabiting the Arena, or perhaps these levels take place on an imperceptible plane of reality on those same locations.
Each Arena is essentially a self-contained pocket universe. It is unknown exactly how gladiators move from one Arena to the next (or if they have any choice in the matter at all). Weapons are scattered through the Arena, with other technologies, such as Teleportation and Mind-catcher devices (see below).
Death in the Arena is rendered rather redundant, as each Arena seems to have some capacity to upload the minds of its warriors as they are killed, and loading them into bodies they can recreate. this creates a rather tortorous cycle, as warriors are forced to be reanimated and fight for all eternity, essentially rendering the Arena a kind of technological hell. This has cracked the psyches of certain warriors, who wish to escape the cycle, such as Grunt, Uriel and Xaero, though for relatively new warriors, it appears to be an elating effect.
It appears to be virtually impossible to escape the Arena (and assumably full-scale rebellion would result in permanent death). The only possible hope an Arena Warrior really has is to ascend the tiers of battle. There is a single implied way to escape, given by the only warrior to actually die in the Arena, Xaero. It appears that once one has achieved arena lord status, if one achieves honorable death, it is possible to permanently be killed (or ascend to some higher level, possibly even becoming a Vadrigar).