The Cerulean Coast is a stretch of seaside that you will gain access to in the Elden Ring Shadow of the Erdtree DLC. It’s located to the south of the starting point in th Land of Shadows, which requires a long and roundabout method to reach.
You will not be able to go there directly from the Gravesite Plains as the drop-down will instantly kill you. There are a few steps you will therefore need to take, one of which is heading your way back up north.
Here is a guide on how you will be able to reach the Cerulean Cost in Elden Ring Shadow of the Erdtree.
How to reach the Cerulean Coast in Elden Ring Shadow of the Erdtree

To reach the southern coast on the new map, here are a few steps that you will need to take:
1) Head to the poison swamp from Castle Ensis
The first thing that you will need to do is to make your way up north to Castle Front Site of Grace. You will find this right infront of Castle Ensis. From there head southeast and take the road past the enemy camps till you reach a poison swamp.
Make your way through the swamp and you will eventually come across a riverbed. Deal with the enemies in the area, including a large Blossom. You will then find a tunnel near the base of a cliff right past the Blossom.
Make your way through it till you come across the Ellac River Cave Site of Grace.
2) Keep going downstream
From here head downstream. Some platforming wil be required here, and we recommend that you use Torren for this part. Keep hopping down from pillar to pillar till you find the Ellac River Downstream Site of Grace.
Here you will also notice a lone spirit sitting on a rock. So aim for the jump there to find the grace.
After activating the grace, keep heading downstream till you find a fallen rock pillar below. Jump on that so that you don’t take fall damage and die. You will now be directly on the riverbed.

3) Head east from the Furnace Golem
Once you get to the river bed, you will spot a Furnace Giant who is patrolling the river. You can either choose to take it down, or just head east from where it is standing. You will eventually come to a path that leads deeper into the forest.
Just follow the trail and you will reach the Cerulean Coast Site of Grace. From here you will be able to explore the rest of the southern side of the Land of Shadow along the Stone Coffin Fissure.