This is a giant road in the Mushroomverse that leads into the major part of the universe. It's basically a way to travel and enter the main thing, and you must enter the "Great Shock". The Great Shock is a location in the Rainbow Road. It how get actually into the Mushroomverse, using verification, identification, etc. Satanic Infinite Illuminati entered a wild west sort of place, and tried to trick into getting in by putting on a cowboy hat. It did not work, so he killed the guy he tried to trick. Builderman, the creator of the Rainbow Road, noticed something off about him and he seemed familiar to him.