If a spell is cast as an Adventure, its controller exiles it instead of putting it into its owner's graveyard as it resolves
Alpine Meadow Badlands Blood Crypt Canyon Slough Cinder Glade Coastal Peak Commercial District Dwarven Mine Elegant Parlor Geothermal Bog Glittering Massif Highland Forest Jetmir's Garden Ketria Triome Madblind Mountain Molten Tributary Mountain Plateau Radiant Summit Raucous Theater Raugrin Triome Sacred Foundry Sacred Peaks Savai Triome Scorched Geyser Sheltered Thicket Smoldering Marsh Snow-Covered Mountain Steam Vents Stomping Ground Sulfurous Mire Taiga Thundering Falls Turbulent Springs Turbulent Steppe Volatile Fjord Volcanic Island Wooded Ridgeline Xander's Lounge Ziatora's Proving Ground
For that reason, it may be worth picking this card up while its relatively cheap.
Slowly teased over the course of the Mirrodin block, with the Sword and Shield of Kaldra appearing in Mirrodin and Darksteel, respectively, the final reveal of Kaldra that came with the Helm was exciting indeed
Of course, there are downsides to this secretive approach as well
Character Interactions with Locations Into the Inklands introduces Characters with abilities that trigger upon moving to a Location, opening up new synergies and strategies