Act Three of Baldur’s Gate 3 has the most places of interest by far, with many related to your party members’ personal stories. This is the case for the House of Grief, as the building is essential to completing Shadowheart’s storyline.
Until this point, you’ve likely accompanied Shadowheart on her journey to become a Dark Justiciar in Baldur’s Gate 3, but once you reach Act Three, Shadowheart takes an interest in finding her lost parents. To do this, you must find the House of Grief.