The Enjaen Sea, much like all things in Sheogorath's realm, is the second half of a greater whole: the vast ocean that surrounds the Shivering Isles. It encompasses the eastern half of the Isles and is estimated to converge into the Emean Sea somewhere between the peninsulas of Heretic's Horn and Madgod's Boot in the south, and Saints Watch and the Isle of Flame in the north. The Enjaen coast borders the entire run of the Jester's Spine Mountains and is dotted with a few campsites, as well as forming an inlet that neighbors Deepwallow and the capital, New Sheoth.
For more information, see the main lore article.