Delves are one of the new endgame activities for The War Within expansion in World of Warcraft. You don't have to get a group together to do them as Delves can be completed solo, though you will have an NPC companion to help you complete them. There are different tiers too, giving you a choice regarding difficulty levels.
You can get into Delves while you're still leveling, though you won't be able to access the higher tiers until you reach level 80. If you're ready to learn more, here's...