The first cauldron encountered is Sigma. It is North of Mother's Crown (in the 2nd valley; 1st one after The Embrace) and on the map as a blue triangle. Cauldron's are the equivalent of a (machine) dungeon. Aloy goes through, fights enemies leading up to a 'boss', clears the cauldron. At the end of each Cauldron, Aloy learns how to over-ride more machines. Happy Hunting, I hope this helps. :)