Borderlands 2 Frostburn Canyon is a smaller area connected to Three Horns Divide, and even if it is available when we first enter Three Horns Divide, its not in our interest to visit it before we have a mission that takes us here.
Frostburn Canyon needs to be visited during Hunting the Firehawk story mission, and after completing this mission we can acquire another one (which is actually a series of smaller side missions) that can be completed in this area.
Borderlands 2 Frostburn Canyon is largely occupied by enemy settlements, and opponents who are more powerful than those we can find in other areas.
We can also find a spider like enemy in this location. Being smaller than some other regions, means that well encounter many narrow places, and also some good vantage points for sniping the enemies.
Apart from the missions that can be done here (which are included in our complete Borderlands 2 walkthrough), we can also search for 2 hidden Vault Symbols.
At the entrance we can find some useful vending machines and also a Fast Travel station that can save us some time if we want to go back to turn in the missions we have completed.