You are finally there! This is the final destination in your mission, which means you've reached Hell! The town is called the Pandemonium Fortress, and the people in it are :

Tyrael:
It's the archangel you encountered in the tomb in Act II. You will get a quest when you speak with him.

Deckard Cain:
He is still with you providing the same assistance as he's always done! He'll identify your unidentified items and provide useful information.

Halbu:
He will sell you armor, weapons, potions and magical items. He also repairs your damaged items.

Jamella:
She will sell you magical wands, staves and potions. She also instantly regenerates your mana and health when you talk to her!

From the Pandemonion Fortress you'll find the exit to the Outer Steppes

Lots of monsters and the exit to the Plains of Despair. You should try to gain some experience in this area before venturing into the Plains of Despair

Somewhere in the Plains of Despair you'll encounter Izual who is connected to the first quest of Act IV called "The Fallen Angel".

Also in the Plains of Despair is the entrance to the City of the Damned!

In the City of the Damned you'll find a waypoint so make sure you activate it! You'll also find the entrance to the River of Flame

There is a waypoint in the River of Flame and you will almost definately bump into Hephasto the Armorer, who guards "The Hellforge" which is the second quest of Act IV.

You'll also find Hadriel in the River of Flame, guarding the entrance to the Chaos Sanctuary. She won't let you pass until you've finished the second quest in Act IV.

You're finally there! The final area in Act IV where you'll take on Diablo himself to test your strenght! Are you strong enough to take him down, or does he smash you like a mouse? Finish the "Terror's End" quest to find out!