There are blue skeletons, for example, that will be invulnerable to damage until you shine a blue lantern on them. You might have come across them if you've fought the Shades before, but these are even more tricky to deal with. The Skeletons you come up against at the Fort of the Damned are like no other skeletons in the game.
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They can be found in a variety of places: Ritual Skulls are a rare type of skull that is required to activate the Fort of the Damned event.
There are some set requirements you need before getting started. Unlike many of the other world events in Sea of Thieves, you don't just sail up to the Fort of the Damned and get started.