Proving Ground Trials in Borderlands 3 are late-game activities that players can grind to get plenty of loot. You cannot get access to them until you have finished the main campaign, as you need an Eridian Analyzer to figure out where they are. This is a reward from playing the campaign, so if you are not quite there yet, just keep plugging away at the story.
To find the Trial of Cunning, you first need to head for The Splinterlands on Pandora. Go to the point marked on the map above, close to the center of the map, and you will find a strange plinth. Interacting with it will get your some coordinates, and you must then return to the Sanctuary and enter them into the navigation console.
When you get close to the plinth, a yellow exclamation mark will appear on the map, showing you exactly where it is.
Now you will be able to travel to the Trial of Cunning, and use the drop pod to get to it. From that point on, the location will be in the map select under the name “Ghostlight Beacon”, and you can travel there anytime you wish to take part in the Trial of Cunning. When you first get there, you will find an NPC. Speak to them and you can then take on the Trial.
The different Trials play out like dungeons. You will need to explore the area, fight lots of enemies, and take on a final boss that you need to defeat to finish the Trial.