The Rock Den is a naturally spawning object exclusive to Don't Starve Together, introduced in A New Reign. It is a small cave with two eyes looking out and is frequently found in the Mosaic Biome.
It works similar to crafting stations like Ancient Pseudoscience Stations, unlocking the Critters Tab and allowing players to adopt various Critters such as Kittykits, Varglings, Ewelets, Broodlings, Glomgloms and Giblets. These pets will follow the player and avoid combat. Each player is only allowed to keep one pet at a time, so trying to adopt another one will not work unless the player chooses to abandon the previous one. This can also be done standing close to the Rock Den. Walter already has a pet, and cannot use the Rock Den.
The Rock Den itself is not flammable and cannot be destroyed by any means.