After you've made your way well into Act 2 of Clair Obscur: Expedition 33, there will be a ton of different optional areas to explore before advancing the main story. Frozen Hearts is ine such area becomes available after Monoco joins your party and you've fought the Stalact, and it's an essential location required if you want to get some of the best loot from the Grandis Merchant at Monoco's Station. While you don't necessarily have to venture into Frozen Hearts during your playthrough of Clair Obscur, it's highly recommended that you do.